Recession Indicators

## Warning: package 'Quandl' was built under R version 4.1.3

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}

## [1] "CPIAUCSL"

## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "CEU0500000001"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"

## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"

## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"

## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"

## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "^DJI"
## [1] "^STOXX50E"

## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.

## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"

## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"

## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date

## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...

## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
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## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
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## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master

##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpOIRB7R\remotes25485a1341d6\RamiKrispin-coronavirus-b286a3c/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (7.9s)
##    checking DESCRIPTION meta-information ...
  
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v  checking DESCRIPTION meta-information
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-  checking for LF line-endings in source and make files and shell scripts
## 
  
  
  
-  checking for empty or unneeded directories
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-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 

## Caught an warning!

## <simpleWarning: package 'coronavirus' is in use and will not be installed>

## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)

## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "GSPC.Volume has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."

df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

• Go long on short term bonds, rather than just roll out of the market. That way at least some returns would be generated during recessions.
• Refine the recession indicator.

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

• S&P 500 Volume, last updated on 2025-06-27, is positive over the last year and positive over the last month.

Unemployment

• Headline unemployment (U-3) stands at 4.20% (last updated on 2025-05-01) which is near the 1-year average of 4.15% and rising with respect to the low in the last twelve months of 4.00%. Unlikely the rate will drop again.

• Payrolls (BLS data, NSA) year-over-year stands at 1.31% which is above the 1-year average of 1.19% and falling with respect to the peak, in the last twelve months, of 1.45%.

• Jobless claims (ICSA data) year-over-year stands at -0.24% (last updated on 2025-06-21) which is in-line with the 1-year average of 3.93% and below the peak, in the last twelve months, of 22.83%.

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

• Real personal income year over year growth stands at 1.55% (last updated on 2025-05-01). This is below the recent peak of 2.50%.

Yield Curve and Bond Market

• The 10-year to 3-month yield stands at 0.05% (last updated on 2025-06-26). This is above the recent low of -1.31%. The trend is negative over the last year and negative over the last month.

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

• Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  

6-Month High

	string.symbol	string.description
1	CPIAUCSL	Consumer Price Index for All Urban Consumers: All Items
3	UNRATE	Civilian Unemployment Rate U-3
4	PCEPI	Personal Consumption Expenditures: Chain-type Price Index
5	CCSA	Continued Claims (Insured Unemployment)
7	NPPTTL	Total Nonfarm Private Payroll Employment (ADP)
8	CEU0500000001	All Employees, Total Private (NSA)
10	PAYNSA	All Employees: Total Nonfarm Payrolls (NSA)
15	RSALES	Real Retail Sales (DISCONTINUED)
56	HNFSUSNSA	New One Family Houses for Sale in the United States (Monthly, NSA)
57	BUSLOANS	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
58	TOTCI	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
59	BUSLOANSNSA	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
60	REALLNNSA	Real Estate Loans, All Commercial Banks (Monthly, NSA)
61	REALLN	Real Estate Loans, All Commercial Banks (Monthly, SA)
64	RREACBM027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
65	RREACBM027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
66	RREACBW027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
67	RREACBW027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
70	TOTLLNSA	Loans and Leases in Bank Credit, All Commercial Banks
72	DRCLACBS	Delinquency Rate on Consumer Loans, All Commercial Banks, SA
73	TOTCINSA	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
74	SRPSABSNNCB	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
75	ASTLL	All sectors; total loans; liability, Level (NSA)
76	FBDILNECA	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
77	ASOLAL	All sectors; other loans and advances; liability, Level (NSA)
78	ASTMA	All sectors; total mortgages; asset, Level (NSA)
79	ASHMA	All sectors; home mortgages; asset, Level (NSA)
80	ASMRMA	All sectors; multifamily residential mortgages; asset, Level (NSA)
81	ASCMA	All sectors; commercial mortgages; asset, Level (NSA)
82	ASFMA	All sectors; farm mortgages; asset, Level (NSA)
84	FBDSILQ027S	Domestic financial sectors debt securities; liability, Level (NSA)
85	FBLL	Domestic financial sectors loans; liability, Level (NSA)
86	NCBDBIQ027S	Nonfinancial corporate business; debt securities; liability, Level
93	TB3MS	3-Month Treasury Bill: Secondary Market Rate (Monthly)
98	NEWORDER	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
110	GDP	Gross Domestic Product
111	FNDEFX	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
113	GDPNOW	Fed Atlanta GDPNow
115	GDPDEF	Gross Domestic Product: Implicit Price Deflator
119	GPDI	Gross Private Domestic Investment
120	W790RC1Q027SBEA	Net domestic investment: Private: Domestic busines
121	MZMV	Velocity of MZM Money Stock
122	M1	M1 Money Stock
123	M2	M2 Money Stock
137	UMDMNO	Manufacturers’ New Orders: Durable Goods (NSA)
138	DGORDER	Manufacturers’ New Orders: Durable Goods (SA)
139	CSUSHPINSA	S&P/Case-Shiller U.S. National Home Price Index (NSA)
141	FYFSD	Federal Surplus or Deficit
142	FYFSGDA188S	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
147	OUTMS	Manufacturing Sector: Real Output
149	PRS30006163	Manufacturing Sector: Real Output Per Person
151	AAA	Moody’s Seasoned Aaa Corporate Bond Yield
158	OBFR	Overnight Bank Funding Rate
160	OBFR75	Overnight Bank Funding Rate: 75th Percentile
162	OBFR1	Overnight Bank Funding Rate: 1st Percentile
164	IOER	Interest Rate on Excess Reserves
166	EXCSRESNW	Excess Reserves of Depository Institutions
167	ECBASSETS	Central Bank Assets for Euro Area (11-19 Countries)
168	EUNNGDP	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
169	CEU0600000007	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
170	CURRENCY	Currency Component of M1 (Seasonally Adjusted)
175	PCUOMFGOMFG	Producer Price Index by Industry: Total Manufacturing Industries
176	POPTHM	Population (U.S.)
177	POPTHM	Population (U.S.)
181	UNEMPLOY	Unemployment Level, seasonally adjusted
184	BOPGTB	Trade Balance: Goods, Balance of Payments Basis (SA)
186	A065RC1A027NBEA	Personal income (NSA)
227	PETA103600001M	U.S. Total Gasoline Retail Sales by Refiners, Monthly
228	PETA123600001M	U.S. Regular Gasoline Retail Sales by Refiners, Monthly
229	PETA143B00001M	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
230	PETA133B00001M	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
233	TOTALNGNRPUSM	Natural Gas Rotary Rigs in Operation, Monthly
234	BKRTotal	Total Rig Count
235	BKRGas	Gas Rig Count
236	BKROil	Oil Rig Count
237	FARMINCOME	Net Farm Income
238	OPEARNINGSPERSHARE	Operating Earnings per Share
239	AREARNINGSPERSHARE	As-Reported Earnings per Share
240	CASHDIVIDENDSPERSHR	Cash Dividends per Share
241	SALESPERSHR	Sales per Share
242	BOOKVALPERSHR	Book value per Share
243	CAPEXPERSHR	Cap ex per Share
244	PRICE	Price
245	OPEARNINGSTTM	TTM Operating Earnings
246	AREARNINGSTTM	TTM Reported Earnings
247	FINRAMarginDebt	Margin Debt
248	FINRAFreeCreditMargin	Free Credit Balances in Customers’ Securities Margin Accounts
249	OCCEquityVolume	Equity Options Volume
250	OCCNonEquityVolume	Non-Equity Options Volume
254	BUSLOANS.by.GDP	Business Loans Normalized by GDP
257	BUSLOANSNSA.by.GDP	Business Loans Normalized by GDP
258	TOTCI.by.GDP	Business Loans (Weekly, SA) Normalized by GDP
259	TOTCINSA.by.GDP	Business Loans (Weekly, NSA) Normalized by GDP
268	RREACBM027NBOG.by.GDP	Residental Real Estate Loans (Monthly, NSA) divided by GDP
269	RREACBM027SBOG.by.GDP	Residental Real Estate Loans (Monthly, SA) divided by GDP
270	RREACBW027SBOG.by.GDP	Residental Real Estate Loans (Weekly, SA) divided by GDP
271	RREACBW027NBOG.by.GDP	Residental Real Estate Loans (Weekly, NSA) divided by GDP
272	UMDMNO.by.GDP	Durable Goods (Monthly, NSA) divided by GDP
273	DGORDER.by.GDP	Durable Goods (Monthly, NSA) divided by GDP
279	TOTLNNSA	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
280	TOTLNNSA.by.GDP	Total Loans Not Seasonally Adjusted divided by GDP
287	EXPCH.minus.IMPCH	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
289	SRPSABSNNCB.by.GDP	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
291	ASFMA.by.GDP	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
292	ASFMA.by.ASTLL	All sectors; total loans Divided by farm mortgages
299	DGS30TO10	Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
306	UNEMPLOYBYPOPTHM	Unemployment level, seasonally adjusted / Population
320	GSPC.Open.by.GDPDEF	S&P 500 (^GSPC) Open divided by GDP deflator
321	GSPC.Close.by.GDPDEF	S&P 500 (^GSPC) Close divided by GDP deflator
322	HNFSUSNSA.minus.HSN1FNSA	Houses for sale - houses sold
325	MSPUS.times.HNFSUSNSA	New privately owned 1-family units for sale times median price
334	CPIAUCSL_Log	Log of Consumer Price Index for All Urban Consumers: All Items
335	CPIAUCSL_mva365	Consumer Price Index for All Urban Consumers: All Items 365 Day MA
336	CPIAUCSL_mva200	Consumer Price Index for All Urban Consumers: All Items 200 Day MA
337	CPIAUCSL_mva050	Consumer Price Index for All Urban Consumers: All Items 50 Day MA
338	USREC_YoY	NBER based Recession Indicators Year over Year
339	USREC_YoY4	NBER based Recession Indicators 4 Year over 4 Year
340	USREC_YoY5	NBER based Recession Indicators 5 Year over 5 Year
341	USREC_Smooth	Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
342	USREC_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
343	USREC_SmoothDer	Derivative of Smoothed NBER based Recession Indicators
344	USREC_Log	Log of NBER based Recession Indicators
345	USREC_mva365	NBER based Recession Indicators 365 Day MA
346	USREC_mva200	NBER based Recession Indicators 200 Day MA
347	USREC_mva050	NBER based Recession Indicators 50 Day MA
349	UNRATE_YoY4	Civilian Unemployment Rate U-3 4 Year over 4 Year
351	UNRATE_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3
353	UNRATE_SmoothDer	Derivative of Smoothed Civilian Unemployment Rate U-3
354	UNRATE_Log	Log of Civilian Unemployment Rate U-3
355	UNRATE_mva365	Civilian Unemployment Rate U-3 365 Day MA
356	UNRATE_mva200	Civilian Unemployment Rate U-3 200 Day MA
357	UNRATE_mva050	Civilian Unemployment Rate U-3 50 Day MA
364	PCEPI_Log	Log of Personal Consumption Expenditures: Chain-type Price Index
365	PCEPI_mva365	Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
366	PCEPI_mva200	Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
367	PCEPI_mva050	Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
371	CCSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
373	CCSA_SmoothDer	Derivative of Smoothed Continued Claims (Insured Unemployment)
374	CCSA_Log	Log of Continued Claims (Insured Unemployment)
375	CCSA_mva365	Continued Claims (Insured Unemployment) 365 Day MA
376	CCSA_mva200	Continued Claims (Insured Unemployment) 200 Day MA
377	CCSA_mva050	Continued Claims (Insured Unemployment) 50 Day MA
379	CCNSA_YoY4	Continued Claims (Insured Unemployment, NSA) 4 Year over 4 Year
385	CCNSA_mva365	Continued Claims (Insured Unemployment, NSA) 365 Day MA
388	NPPTTL_YoY	Total Nonfarm Private Payroll Employment (ADP) Year over Year
394	NPPTTL_Log	Log of Total Nonfarm Private Payroll Employment (ADP)
395	NPPTTL_mva365	Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
396	NPPTTL_mva200	Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
397	NPPTTL_mva050	Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
401	CEU0500000001_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All Employees, Total Private (NSA)
403	CEU0500000001_SmoothDer	Derivative of Smoothed All Employees, Total Private (NSA)
404	CEU0500000001_Log	Log of All Employees, Total Private (NSA)
405	CEU0500000001_mva365	All Employees, Total Private (NSA) 365 Day MA
407	CEU0500000001_mva050	All Employees, Total Private (NSA) 50 Day MA
409	U6RATE_YoY4	Total unemployed + margin + part-time U-6 4 Year over 4 Year
413	U6RATE_SmoothDer	Derivative of Smoothed Total unemployed + margin + part-time U-6
415	U6RATE_mva365	Total unemployed + margin + part-time U-6 365 Day MA
416	U6RATE_mva200	Total unemployed + margin + part-time U-6 200 Day MA
421	PAYNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA)
423	PAYNSA_SmoothDer	Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
424	PAYNSA_Log	Log of All Employees: Total Nonfarm Payrolls (NSA)
425	PAYNSA_mva365	All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426	PAYNSA_mva200	All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427	PAYNSA_mva050	All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
433	TABSHNO_SmoothDer	Derivative of Smoothed Households and nonprofit organizations; total assets, Level
443	HNONWPDPI_SmoothDer	Derivative of Smoothed Household Net Worth, percent Dispsable Income
455	INDPRO_mva365	Industrial Production Index 365 Day MA
456	INDPRO_mva200	Industrial Production Index 200 Day MA
465	RRSFS_mva365	Real Retail and Food Services Sales 365 Day MA
468	RSALES_YoY	Real Retail Sales (DISCONTINUED) Year over Year
469	RSALES_YoY4	Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470	RSALES_YoY5	Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474	RSALES_Log	Log of Real Retail Sales (DISCONTINUED)
475	RSALES_mva365	Real Retail Sales (DISCONTINUED) 365 Day MA
476	RSALES_mva200	Real Retail Sales (DISCONTINUED) 200 Day MA
477	RSALES_mva050	Real Retail Sales (DISCONTINUED) 50 Day MA
485	W875RX1_mva365	Real personal income excluding current transfer receipts 365 Day MA
486	W875RX1_mva200	Real personal income excluding current transfer receipts 200 Day MA
495	RPI_mva365	Real personal income 365 Day MA
496	RPI_mva200	Real personal income 200 Day MA
501	PCOPPUSDM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper
503	PCOPPUSDM_SmoothDer	Derivative of Smoothed Global price of Copper
506	PCOPPUSDM_mva200	Global price of Copper 200 Day MA
515	NOBL.Open_mva365	365 Day MA
525	NOBL.High_mva365	365 Day MA
535	NOBL.Low_mva365	365 Day MA
545	NOBL.Close_mva365	365 Day MA
565	NOBL.Adjusted_mva365	365 Day MA
575	SCHD.Open_mva365	365 Day MA
585	SCHD.High_mva365	365 Day MA
605	SCHD.Close_mva365	365 Day MA
615	SCHD.Volume_mva365	365 Day MA
616	SCHD.Volume_mva200	200 Day MA
625	SCHD.Adjusted_mva365	365 Day MA
685	PFF.Adjusted_mva365	365 Day MA
745	HPI.Adjusted_mva365	365 Day MA
751	GSFTX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
755	GSFTX.Open_mva365	365 Day MA
761	GSFTX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
765	GSFTX.High_mva365	365 Day MA
771	GSFTX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
775	GSFTX.Low_mva365	365 Day MA
781	GSFTX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
785	GSFTX.Close_mva365	365 Day MA
788	GSFTX.Volume_YoY	Year over Year
789	GSFTX.Volume_YoY4	4 Year over 4 Year
790	GSFTX.Volume_YoY5	5 Year over 5 Year
791	GSFTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
792	GSFTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
793	GSFTX.Volume_SmoothDer	Derivative of Smoothed
794	GSFTX.Volume_Log	Log of
795	GSFTX.Volume_mva365	365 Day MA
796	GSFTX.Volume_mva200	200 Day MA
797	GSFTX.Volume_mva050	50 Day MA
801	GSFTX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
802	GSFTX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
805	GSFTX.Adjusted_mva365	365 Day MA
813	LFMIX.Open_SmoothDer	Derivative of Smoothed
823	LFMIX.High_SmoothDer	Derivative of Smoothed
833	LFMIX.Low_SmoothDer	Derivative of Smoothed
843	LFMIX.Close_SmoothDer	Derivative of Smoothed
848	LFMIX.Volume_YoY	Year over Year
849	LFMIX.Volume_YoY4	4 Year over 4 Year
850	LFMIX.Volume_YoY5	5 Year over 5 Year
851	LFMIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
852	LFMIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
853	LFMIX.Volume_SmoothDer	Derivative of Smoothed
854	LFMIX.Volume_Log	Log of
855	LFMIX.Volume_mva365	365 Day MA
856	LFMIX.Volume_mva200	200 Day MA
857	LFMIX.Volume_mva050	50 Day MA
863	LFMIX.Adjusted_SmoothDer	Derivative of Smoothed
873	LFMCX.Open_SmoothDer	Derivative of Smoothed
883	LFMCX.High_SmoothDer	Derivative of Smoothed
893	LFMCX.Low_SmoothDer	Derivative of Smoothed
903	LFMCX.Close_SmoothDer	Derivative of Smoothed
908	LFMCX.Volume_YoY	Year over Year
909	LFMCX.Volume_YoY4	4 Year over 4 Year
910	LFMCX.Volume_YoY5	5 Year over 5 Year
911	LFMCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
912	LFMCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
913	LFMCX.Volume_SmoothDer	Derivative of Smoothed
914	LFMCX.Volume_Log	Log of
915	LFMCX.Volume_mva365	365 Day MA
916	LFMCX.Volume_mva200	200 Day MA
917	LFMCX.Volume_mva050	50 Day MA
923	LFMCX.Adjusted_SmoothDer	Derivative of Smoothed
933	LFMAX.Open_SmoothDer	Derivative of Smoothed
943	LFMAX.High_SmoothDer	Derivative of Smoothed
953	LFMAX.Low_SmoothDer	Derivative of Smoothed
963	LFMAX.Close_SmoothDer	Derivative of Smoothed
968	LFMAX.Volume_YoY	Year over Year
969	LFMAX.Volume_YoY4	4 Year over 4 Year
970	LFMAX.Volume_YoY5	5 Year over 5 Year
971	LFMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
972	LFMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
973	LFMAX.Volume_SmoothDer	Derivative of Smoothed
974	LFMAX.Volume_Log	Log of
975	LFMAX.Volume_mva365	365 Day MA
976	LFMAX.Volume_mva200	200 Day MA
977	LFMAX.Volume_mva050	50 Day MA
983	LFMAX.Adjusted_SmoothDer	Derivative of Smoothed
993	LCSIX.Open_SmoothDer	Derivative of Smoothed
1003	LCSIX.High_SmoothDer	Derivative of Smoothed
1013	LCSIX.Low_SmoothDer	Derivative of Smoothed
1023	LCSIX.Close_SmoothDer	Derivative of Smoothed
1028	LCSIX.Volume_YoY	Year over Year
1029	LCSIX.Volume_YoY4	4 Year over 4 Year
1030	LCSIX.Volume_YoY5	5 Year over 5 Year
1031	LCSIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1032	LCSIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1033	LCSIX.Volume_SmoothDer	Derivative of Smoothed
1034	LCSIX.Volume_Log	Log of
1035	LCSIX.Volume_mva365	365 Day MA
1036	LCSIX.Volume_mva200	200 Day MA
1037	LCSIX.Volume_mva050	50 Day MA
1043	LCSIX.Adjusted_SmoothDer	Derivative of Smoothed
1051	BSV.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1052	BSV.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1053	BSV.Open_SmoothDer	Derivative of Smoothed
1055	BSV.Open_mva365	365 Day MA
1056	BSV.Open_mva200	200 Day MA
1061	BSV.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1062	BSV.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1063	BSV.High_SmoothDer	Derivative of Smoothed
1065	BSV.High_mva365	365 Day MA
1066	BSV.High_mva200	200 Day MA
1069	BSV.Low_YoY4	4 Year over 4 Year
1071	BSV.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1072	BSV.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1073	BSV.Low_SmoothDer	Derivative of Smoothed
1075	BSV.Low_mva365	365 Day MA
1076	BSV.Low_mva200	200 Day MA
1081	BSV.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1082	BSV.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1083	BSV.Close_SmoothDer	Derivative of Smoothed
1085	BSV.Close_mva365	365 Day MA
1086	BSV.Close_mva200	200 Day MA
1095	BSV.Volume_mva365	365 Day MA
1101	BSV.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1102	BSV.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1103	BSV.Adjusted_SmoothDer	Derivative of Smoothed
1105	BSV.Adjusted_mva365	365 Day MA
1106	BSV.Adjusted_mva200	200 Day MA
1107	BSV.Adjusted_mva050	50 Day MA
1111	VBIRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1112	VBIRX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1113	VBIRX.Open_SmoothDer	Derivative of Smoothed
1115	VBIRX.Open_mva365	365 Day MA
1116	VBIRX.Open_mva200	200 Day MA
1121	VBIRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1122	VBIRX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1123	VBIRX.High_SmoothDer	Derivative of Smoothed
1125	VBIRX.High_mva365	365 Day MA
1126	VBIRX.High_mva200	200 Day MA
1131	VBIRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1132	VBIRX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1133	VBIRX.Low_SmoothDer	Derivative of Smoothed
1135	VBIRX.Low_mva365	365 Day MA
1136	VBIRX.Low_mva200	200 Day MA
1141	VBIRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1142	VBIRX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1143	VBIRX.Close_SmoothDer	Derivative of Smoothed
1145	VBIRX.Close_mva365	365 Day MA
1146	VBIRX.Close_mva200	200 Day MA
1148	VBIRX.Volume_YoY	Year over Year
1149	VBIRX.Volume_YoY4	4 Year over 4 Year
1150	VBIRX.Volume_YoY5	5 Year over 5 Year
1151	VBIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1152	VBIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1153	VBIRX.Volume_SmoothDer	Derivative of Smoothed
1154	VBIRX.Volume_Log	Log of
1155	VBIRX.Volume_mva365	365 Day MA
1156	VBIRX.Volume_mva200	200 Day MA
1157	VBIRX.Volume_mva050	50 Day MA
1161	VBIRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1162	VBIRX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1163	VBIRX.Adjusted_SmoothDer	Derivative of Smoothed
1165	VBIRX.Adjusted_mva365	365 Day MA
1166	VBIRX.Adjusted_mva200	200 Day MA
1167	VBIRX.Adjusted_mva050	50 Day MA
1171	BIV.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1172	BIV.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1173	BIV.Open_SmoothDer	Derivative of Smoothed
1175	BIV.Open_mva365	365 Day MA
1181	BIV.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1182	BIV.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1183	BIV.High_SmoothDer	Derivative of Smoothed
1185	BIV.High_mva365	365 Day MA
1191	BIV.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1192	BIV.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1193	BIV.Low_SmoothDer	Derivative of Smoothed
1195	BIV.Low_mva365	365 Day MA
1201	BIV.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1202	BIV.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1203	BIV.Close_SmoothDer	Derivative of Smoothed
1205	BIV.Close_mva365	365 Day MA
1211	BIV.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1215	BIV.Volume_mva365	365 Day MA
1216	BIV.Volume_mva200	200 Day MA
1221	BIV.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1222	BIV.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1223	BIV.Adjusted_SmoothDer	Derivative of Smoothed
1225	BIV.Adjusted_mva365	365 Day MA
1226	BIV.Adjusted_mva200	200 Day MA
1227	BIV.Adjusted_mva050	50 Day MA
1231	VFSUX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1232	VFSUX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1233	VFSUX.Open_SmoothDer	Derivative of Smoothed
1235	VFSUX.Open_mva365	365 Day MA
1237	VFSUX.Open_mva050	50 Day MA
1241	VFSUX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1242	VFSUX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1243	VFSUX.High_SmoothDer	Derivative of Smoothed
1245	VFSUX.High_mva365	365 Day MA
1247	VFSUX.High_mva050	50 Day MA
1251	VFSUX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1252	VFSUX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1253	VFSUX.Low_SmoothDer	Derivative of Smoothed
1255	VFSUX.Low_mva365	365 Day MA
1257	VFSUX.Low_mva050	50 Day MA
1261	VFSUX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1262	VFSUX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1263	VFSUX.Close_SmoothDer	Derivative of Smoothed
1265	VFSUX.Close_mva365	365 Day MA
1267	VFSUX.Close_mva050	50 Day MA
1268	VFSUX.Volume_YoY	Year over Year
1269	VFSUX.Volume_YoY4	4 Year over 4 Year
1270	VFSUX.Volume_YoY5	5 Year over 5 Year
1271	VFSUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1272	VFSUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1273	VFSUX.Volume_SmoothDer	Derivative of Smoothed
1274	VFSUX.Volume_Log	Log of
1275	VFSUX.Volume_mva365	365 Day MA
1276	VFSUX.Volume_mva200	200 Day MA
1277	VFSUX.Volume_mva050	50 Day MA
1281	VFSUX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1282	VFSUX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1283	VFSUX.Adjusted_SmoothDer	Derivative of Smoothed
1285	VFSUX.Adjusted_mva365	365 Day MA
1286	VFSUX.Adjusted_mva200	200 Day MA
1287	VFSUX.Adjusted_mva050	50 Day MA
1291	LTUIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1292	LTUIX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1293	LTUIX.Open_SmoothDer	Derivative of Smoothed
1295	LTUIX.Open_mva365	365 Day MA
1301	LTUIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1302	LTUIX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1303	LTUIX.High_SmoothDer	Derivative of Smoothed
1305	LTUIX.High_mva365	365 Day MA
1311	LTUIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1312	LTUIX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1313	LTUIX.Low_SmoothDer	Derivative of Smoothed
1315	LTUIX.Low_mva365	365 Day MA
1321	LTUIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1322	LTUIX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1323	LTUIX.Close_SmoothDer	Derivative of Smoothed
1325	LTUIX.Close_mva365	365 Day MA
1328	LTUIX.Volume_YoY	Year over Year
1329	LTUIX.Volume_YoY4	4 Year over 4 Year
1330	LTUIX.Volume_YoY5	5 Year over 5 Year
1331	LTUIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1332	LTUIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1333	LTUIX.Volume_SmoothDer	Derivative of Smoothed
1334	LTUIX.Volume_Log	Log of
1335	LTUIX.Volume_mva365	365 Day MA
1336	LTUIX.Volume_mva200	200 Day MA
1337	LTUIX.Volume_mva050	50 Day MA
1341	LTUIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1342	LTUIX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1343	LTUIX.Adjusted_SmoothDer	Derivative of Smoothed
1345	LTUIX.Adjusted_mva365	365 Day MA
1346	LTUIX.Adjusted_mva200	200 Day MA
1347	LTUIX.Adjusted_mva050	50 Day MA
1351	PTTPX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1353	PTTPX.Open_SmoothDer	Derivative of Smoothed
1355	PTTPX.Open_mva365	365 Day MA
1361	PTTPX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1363	PTTPX.High_SmoothDer	Derivative of Smoothed
1365	PTTPX.High_mva365	365 Day MA
1371	PTTPX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1373	PTTPX.Low_SmoothDer	Derivative of Smoothed
1375	PTTPX.Low_mva365	365 Day MA
1381	PTTPX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1383	PTTPX.Close_SmoothDer	Derivative of Smoothed
1385	PTTPX.Close_mva365	365 Day MA
1388	PTTPX.Volume_YoY	Year over Year
1389	PTTPX.Volume_YoY4	4 Year over 4 Year
1390	PTTPX.Volume_YoY5	5 Year over 5 Year
1391	PTTPX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1392	PTTPX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1393	PTTPX.Volume_SmoothDer	Derivative of Smoothed
1394	PTTPX.Volume_Log	Log of
1395	PTTPX.Volume_mva365	365 Day MA
1396	PTTPX.Volume_mva200	200 Day MA
1397	PTTPX.Volume_mva050	50 Day MA
1401	PTTPX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1402	PTTPX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1403	PTTPX.Adjusted_SmoothDer	Derivative of Smoothed
1405	PTTPX.Adjusted_mva365	365 Day MA
1406	PTTPX.Adjusted_mva200	200 Day MA
1411	NERYX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1413	NERYX.Open_SmoothDer	Derivative of Smoothed
1421	NERYX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1423	NERYX.High_SmoothDer	Derivative of Smoothed
1431	NERYX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1433	NERYX.Low_SmoothDer	Derivative of Smoothed
1441	NERYX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1443	NERYX.Close_SmoothDer	Derivative of Smoothed
1448	NERYX.Volume_YoY	Year over Year
1449	NERYX.Volume_YoY4	4 Year over 4 Year
1450	NERYX.Volume_YoY5	5 Year over 5 Year
1451	NERYX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1452	NERYX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1453	NERYX.Volume_SmoothDer	Derivative of Smoothed
1454	NERYX.Volume_Log	Log of
1455	NERYX.Volume_mva365	365 Day MA
1456	NERYX.Volume_mva200	200 Day MA
1457	NERYX.Volume_mva050	50 Day MA
1461	NERYX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1463	NERYX.Adjusted_SmoothDer	Derivative of Smoothed
1465	NERYX.Adjusted_mva365	365 Day MA
1466	NERYX.Adjusted_mva200	200 Day MA
1467	NERYX.Adjusted_mva050	50 Day MA
1471	STIGX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1473	STIGX.Open_SmoothDer	Derivative of Smoothed
1481	STIGX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1483	STIGX.High_SmoothDer	Derivative of Smoothed
1491	STIGX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1493	STIGX.Low_SmoothDer	Derivative of Smoothed
1501	STIGX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1503	STIGX.Close_SmoothDer	Derivative of Smoothed
1508	STIGX.Volume_YoY	Year over Year
1509	STIGX.Volume_YoY4	4 Year over 4 Year
1510	STIGX.Volume_YoY5	5 Year over 5 Year
1511	STIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1512	STIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1513	STIGX.Volume_SmoothDer	Derivative of Smoothed
1514	STIGX.Volume_Log	Log of
1515	STIGX.Volume_mva365	365 Day MA
1516	STIGX.Volume_mva200	200 Day MA
1517	STIGX.Volume_mva050	50 Day MA
1521	STIGX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1523	STIGX.Adjusted_SmoothDer	Derivative of Smoothed
1525	STIGX.Adjusted_mva365	365 Day MA
1526	STIGX.Adjusted_mva200	200 Day MA
1531	HLGAX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1533	HLGAX.Open_SmoothDer	Derivative of Smoothed
1535	HLGAX.Open_mva365	365 Day MA
1541	HLGAX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1543	HLGAX.High_SmoothDer	Derivative of Smoothed
1545	HLGAX.High_mva365	365 Day MA
1551	HLGAX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1553	HLGAX.Low_SmoothDer	Derivative of Smoothed
1555	HLGAX.Low_mva365	365 Day MA
1561	HLGAX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1563	HLGAX.Close_SmoothDer	Derivative of Smoothed
1565	HLGAX.Close_mva365	365 Day MA
1568	HLGAX.Volume_YoY	Year over Year
1569	HLGAX.Volume_YoY4	4 Year over 4 Year
1570	HLGAX.Volume_YoY5	5 Year over 5 Year
1571	HLGAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1572	HLGAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1573	HLGAX.Volume_SmoothDer	Derivative of Smoothed
1574	HLGAX.Volume_Log	Log of
1575	HLGAX.Volume_mva365	365 Day MA
1576	HLGAX.Volume_mva200	200 Day MA
1577	HLGAX.Volume_mva050	50 Day MA
1581	HLGAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1583	HLGAX.Adjusted_SmoothDer	Derivative of Smoothed
1585	HLGAX.Adjusted_mva365	365 Day MA
1586	HLGAX.Adjusted_mva200	200 Day MA
1591	FTRGX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1593	FTRGX.Open_SmoothDer	Derivative of Smoothed
1601	FTRGX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1603	FTRGX.High_SmoothDer	Derivative of Smoothed
1611	FTRGX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1613	FTRGX.Low_SmoothDer	Derivative of Smoothed
1621	FTRGX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1623	FTRGX.Close_SmoothDer	Derivative of Smoothed
1628	FTRGX.Volume_YoY	Year over Year
1629	FTRGX.Volume_YoY4	4 Year over 4 Year
1630	FTRGX.Volume_YoY5	5 Year over 5 Year
1631	FTRGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1632	FTRGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1633	FTRGX.Volume_SmoothDer	Derivative of Smoothed
1634	FTRGX.Volume_Log	Log of
1635	FTRGX.Volume_mva365	365 Day MA
1636	FTRGX.Volume_mva200	200 Day MA
1637	FTRGX.Volume_mva050	50 Day MA
1641	FTRGX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1643	FTRGX.Adjusted_SmoothDer	Derivative of Smoothed
1645	FTRGX.Adjusted_mva365	365 Day MA
1646	FTRGX.Adjusted_mva200	200 Day MA
1651	THIIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1652	THIIX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1653	THIIX.Open_SmoothDer	Derivative of Smoothed
1655	THIIX.Open_mva365	365 Day MA
1661	THIIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1662	THIIX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1663	THIIX.High_SmoothDer	Derivative of Smoothed
1665	THIIX.High_mva365	365 Day MA
1671	THIIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1672	THIIX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1673	THIIX.Low_SmoothDer	Derivative of Smoothed
1675	THIIX.Low_mva365	365 Day MA
1681	THIIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1682	THIIX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1683	THIIX.Close_SmoothDer	Derivative of Smoothed
1685	THIIX.Close_mva365	365 Day MA
1688	THIIX.Volume_YoY	Year over Year
1689	THIIX.Volume_YoY4	4 Year over 4 Year
1690	THIIX.Volume_YoY5	5 Year over 5 Year
1691	THIIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1692	THIIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1693	THIIX.Volume_SmoothDer	Derivative of Smoothed
1694	THIIX.Volume_Log	Log of
1695	THIIX.Volume_mva365	365 Day MA
1696	THIIX.Volume_mva200	200 Day MA
1697	THIIX.Volume_mva050	50 Day MA
1701	THIIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1702	THIIX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1703	THIIX.Adjusted_SmoothDer	Derivative of Smoothed
1705	THIIX.Adjusted_mva365	365 Day MA
1706	THIIX.Adjusted_mva200	200 Day MA
1707	THIIX.Adjusted_mva050	50 Day MA
1711	PTTRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1713	PTTRX.Open_SmoothDer	Derivative of Smoothed
1715	PTTRX.Open_mva365	365 Day MA
1721	PTTRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1723	PTTRX.High_SmoothDer	Derivative of Smoothed
1725	PTTRX.High_mva365	365 Day MA
1731	PTTRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1733	PTTRX.Low_SmoothDer	Derivative of Smoothed
1735	PTTRX.Low_mva365	365 Day MA
1741	PTTRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1743	PTTRX.Close_SmoothDer	Derivative of Smoothed
1745	PTTRX.Close_mva365	365 Day MA
1748	PTTRX.Volume_YoY	Year over Year
1749	PTTRX.Volume_YoY4	4 Year over 4 Year
1750	PTTRX.Volume_YoY5	5 Year over 5 Year
1751	PTTRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1752	PTTRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1753	PTTRX.Volume_SmoothDer	Derivative of Smoothed
1754	PTTRX.Volume_Log	Log of
1755	PTTRX.Volume_mva365	365 Day MA
1756	PTTRX.Volume_mva200	200 Day MA
1757	PTTRX.Volume_mva050	50 Day MA
1761	PTTRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1762	PTTRX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1763	PTTRX.Adjusted_SmoothDer	Derivative of Smoothed
1765	PTTRX.Adjusted_mva365	365 Day MA
1766	PTTRX.Adjusted_mva200	200 Day MA
1771	BFIGX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1772	BFIGX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1773	BFIGX.Open_SmoothDer	Derivative of Smoothed
1775	BFIGX.Open_mva365	365 Day MA
1781	BFIGX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1782	BFIGX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1783	BFIGX.High_SmoothDer	Derivative of Smoothed
1785	BFIGX.High_mva365	365 Day MA
1791	BFIGX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1792	BFIGX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1793	BFIGX.Low_SmoothDer	Derivative of Smoothed
1795	BFIGX.Low_mva365	365 Day MA
1801	BFIGX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1802	BFIGX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1803	BFIGX.Close_SmoothDer	Derivative of Smoothed
1805	BFIGX.Close_mva365	365 Day MA
1808	BFIGX.Volume_YoY	Year over Year
1809	BFIGX.Volume_YoY4	4 Year over 4 Year
1810	BFIGX.Volume_YoY5	5 Year over 5 Year
1811	BFIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1812	BFIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1813	BFIGX.Volume_SmoothDer	Derivative of Smoothed
1814	BFIGX.Volume_Log	Log of
1815	BFIGX.Volume_mva365	365 Day MA
1816	BFIGX.Volume_mva200	200 Day MA
1817	BFIGX.Volume_mva050	50 Day MA
1821	BFIGX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1822	BFIGX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1823	BFIGX.Adjusted_SmoothDer	Derivative of Smoothed
1825	BFIGX.Adjusted_mva365	365 Day MA
1826	BFIGX.Adjusted_mva200	200 Day MA
1885	VTWO.Adjusted_mva365	365 Day MA
1928	EIFAX.Volume_YoY	Year over Year
1929	EIFAX.Volume_YoY4	4 Year over 4 Year
1930	EIFAX.Volume_YoY5	5 Year over 5 Year
1931	EIFAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1932	EIFAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1933	EIFAX.Volume_SmoothDer	Derivative of Smoothed
1934	EIFAX.Volume_Log	Log of
1935	EIFAX.Volume_mva365	365 Day MA
1936	EIFAX.Volume_mva200	200 Day MA
1937	EIFAX.Volume_mva050	50 Day MA
1941	EIFAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1944	EIFAX.Adjusted_Log	Log of
1945	EIFAX.Adjusted_mva365	365 Day MA
1946	EIFAX.Adjusted_mva200	200 Day MA
1947	EIFAX.Adjusted_mva050	50 Day MA
1951	ASDAX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1952	ASDAX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1953	ASDAX.Open_SmoothDer	Derivative of Smoothed
1954	ASDAX.Open_Log	Log of
1955	ASDAX.Open_mva365	365 Day MA
1956	ASDAX.Open_mva200	200 Day MA
1957	ASDAX.Open_mva050	50 Day MA
1961	ASDAX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1962	ASDAX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1963	ASDAX.High_SmoothDer	Derivative of Smoothed
1964	ASDAX.High_Log	Log of
1965	ASDAX.High_mva365	365 Day MA
1966	ASDAX.High_mva200	200 Day MA
1967	ASDAX.High_mva050	50 Day MA
1971	ASDAX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1972	ASDAX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1973	ASDAX.Low_SmoothDer	Derivative of Smoothed
1974	ASDAX.Low_Log	Log of
1975	ASDAX.Low_mva365	365 Day MA
1976	ASDAX.Low_mva200	200 Day MA
1977	ASDAX.Low_mva050	50 Day MA
1981	ASDAX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1982	ASDAX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1983	ASDAX.Close_SmoothDer	Derivative of Smoothed
1984	ASDAX.Close_Log	Log of
1985	ASDAX.Close_mva365	365 Day MA
1986	ASDAX.Close_mva200	200 Day MA
1987	ASDAX.Close_mva050	50 Day MA
1988	ASDAX.Volume_YoY	Year over Year
1989	ASDAX.Volume_YoY4	4 Year over 4 Year
1990	ASDAX.Volume_YoY5	5 Year over 5 Year
1991	ASDAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1992	ASDAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1993	ASDAX.Volume_SmoothDer	Derivative of Smoothed
1994	ASDAX.Volume_Log	Log of
1995	ASDAX.Volume_mva365	365 Day MA
1996	ASDAX.Volume_mva200	200 Day MA
1997	ASDAX.Volume_mva050	50 Day MA
2001	ASDAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2002	ASDAX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2003	ASDAX.Adjusted_SmoothDer	Derivative of Smoothed
2004	ASDAX.Adjusted_Log	Log of
2005	ASDAX.Adjusted_mva365	365 Day MA
2006	ASDAX.Adjusted_mva200	200 Day MA
2007	ASDAX.Adjusted_mva050	50 Day MA
2011	TRBUX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2012	TRBUX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2015	TRBUX.Open_mva365	365 Day MA
2021	TRBUX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2022	TRBUX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2025	TRBUX.High_mva365	365 Day MA
2031	TRBUX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2032	TRBUX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2035	TRBUX.Low_mva365	365 Day MA
2041	TRBUX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2042	TRBUX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2045	TRBUX.Close_mva365	365 Day MA
2048	TRBUX.Volume_YoY	Year over Year
2049	TRBUX.Volume_YoY4	4 Year over 4 Year
2050	TRBUX.Volume_YoY5	5 Year over 5 Year
2051	TRBUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2052	TRBUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2053	TRBUX.Volume_SmoothDer	Derivative of Smoothed
2054	TRBUX.Volume_Log	Log of
2055	TRBUX.Volume_mva365	365 Day MA
2056	TRBUX.Volume_mva200	200 Day MA
2057	TRBUX.Volume_mva050	50 Day MA
2061	TRBUX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2062	TRBUX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2065	TRBUX.Adjusted_mva365	365 Day MA
2066	TRBUX.Adjusted_mva200	200 Day MA
2067	TRBUX.Adjusted_mva050	50 Day MA
2108	PRVIX.Volume_YoY	Year over Year
2109	PRVIX.Volume_YoY4	4 Year over 4 Year
2110	PRVIX.Volume_YoY5	5 Year over 5 Year
2111	PRVIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2112	PRVIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2113	PRVIX.Volume_SmoothDer	Derivative of Smoothed
2114	PRVIX.Volume_Log	Log of
2115	PRVIX.Volume_mva365	365 Day MA
2116	PRVIX.Volume_mva200	200 Day MA
2117	PRVIX.Volume_mva050	50 Day MA
2125	PRVIX.Adjusted_mva365	365 Day MA
2131	PRWCX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2132	PRWCX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2133	PRWCX.Open_SmoothDer	Derivative of Smoothed
2134	PRWCX.Open_Log	Log of
2141	PRWCX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2142	PRWCX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2143	PRWCX.High_SmoothDer	Derivative of Smoothed
2144	PRWCX.High_Log	Log of
2151	PRWCX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2152	PRWCX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2153	PRWCX.Low_SmoothDer	Derivative of Smoothed
2154	PRWCX.Low_Log	Log of
2161	PRWCX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2162	PRWCX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2163	PRWCX.Close_SmoothDer	Derivative of Smoothed
2164	PRWCX.Close_Log	Log of
2168	PRWCX.Volume_YoY	Year over Year
2169	PRWCX.Volume_YoY4	4 Year over 4 Year
2170	PRWCX.Volume_YoY5	5 Year over 5 Year
2171	PRWCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2172	PRWCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2173	PRWCX.Volume_SmoothDer	Derivative of Smoothed
2174	PRWCX.Volume_Log	Log of
2175	PRWCX.Volume_mva365	365 Day MA
2176	PRWCX.Volume_mva200	200 Day MA
2177	PRWCX.Volume_mva050	50 Day MA
2181	PRWCX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2182	PRWCX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2184	PRWCX.Adjusted_Log	Log of
2185	PRWCX.Adjusted_mva365	365 Day MA
2186	PRWCX.Adjusted_mva200	200 Day MA
2187	PRWCX.Adjusted_mva050	50 Day MA
2191	ADOZX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2192	ADOZX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2195	ADOZX.Open_mva365	365 Day MA
2196	ADOZX.Open_mva200	200 Day MA
2201	ADOZX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2202	ADOZX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2205	ADOZX.High_mva365	365 Day MA
2206	ADOZX.High_mva200	200 Day MA
2211	ADOZX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2212	ADOZX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2215	ADOZX.Low_mva365	365 Day MA
2216	ADOZX.Low_mva200	200 Day MA
2221	ADOZX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2222	ADOZX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2225	ADOZX.Close_mva365	365 Day MA
2226	ADOZX.Close_mva200	200 Day MA
2228	ADOZX.Volume_YoY	Year over Year
2229	ADOZX.Volume_YoY4	4 Year over 4 Year
2230	ADOZX.Volume_YoY5	5 Year over 5 Year
2231	ADOZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2232	ADOZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2233	ADOZX.Volume_SmoothDer	Derivative of Smoothed
2234	ADOZX.Volume_Log	Log of
2235	ADOZX.Volume_mva365	365 Day MA
2236	ADOZX.Volume_mva200	200 Day MA
2237	ADOZX.Volume_mva050	50 Day MA
2241	ADOZX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2242	ADOZX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2245	ADOZX.Adjusted_mva365	365 Day MA
2246	ADOZX.Adjusted_mva200	200 Day MA
2249	MERFX.Open_YoY4	4 Year over 4 Year
2251	MERFX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2252	MERFX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2253	MERFX.Open_SmoothDer	Derivative of Smoothed
2254	MERFX.Open_Log	Log of
2255	MERFX.Open_mva365	365 Day MA
2256	MERFX.Open_mva200	200 Day MA
2257	MERFX.Open_mva050	50 Day MA
2259	MERFX.High_YoY4	4 Year over 4 Year
2261	MERFX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2262	MERFX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2263	MERFX.High_SmoothDer	Derivative of Smoothed
2264	MERFX.High_Log	Log of
2265	MERFX.High_mva365	365 Day MA
2266	MERFX.High_mva200	200 Day MA
2267	MERFX.High_mva050	50 Day MA
2269	MERFX.Low_YoY4	4 Year over 4 Year
2271	MERFX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2272	MERFX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2273	MERFX.Low_SmoothDer	Derivative of Smoothed
2274	MERFX.Low_Log	Log of
2275	MERFX.Low_mva365	365 Day MA
2276	MERFX.Low_mva200	200 Day MA
2277	MERFX.Low_mva050	50 Day MA
2279	MERFX.Close_YoY4	4 Year over 4 Year
2281	MERFX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2282	MERFX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2283	MERFX.Close_SmoothDer	Derivative of Smoothed
2284	MERFX.Close_Log	Log of
2285	MERFX.Close_mva365	365 Day MA
2286	MERFX.Close_mva200	200 Day MA
2287	MERFX.Close_mva050	50 Day MA
2288	MERFX.Volume_YoY	Year over Year
2289	MERFX.Volume_YoY4	4 Year over 4 Year
2290	MERFX.Volume_YoY5	5 Year over 5 Year
2291	MERFX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2292	MERFX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2293	MERFX.Volume_SmoothDer	Derivative of Smoothed
2294	MERFX.Volume_Log	Log of
2295	MERFX.Volume_mva365	365 Day MA
2296	MERFX.Volume_mva200	200 Day MA
2297	MERFX.Volume_mva050	50 Day MA
2299	MERFX.Adjusted_YoY4	4 Year over 4 Year
2301	MERFX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2302	MERFX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2303	MERFX.Adjusted_SmoothDer	Derivative of Smoothed
2304	MERFX.Adjusted_Log	Log of
2305	MERFX.Adjusted_mva365	365 Day MA
2306	MERFX.Adjusted_mva200	200 Day MA
2307	MERFX.Adjusted_mva050	50 Day MA
2311	CMNIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2313	CMNIX.Open_SmoothDer	Derivative of Smoothed
2315	CMNIX.Open_mva365	365 Day MA
2316	CMNIX.Open_mva200	200 Day MA
2317	CMNIX.Open_mva050	50 Day MA
2321	CMNIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2323	CMNIX.High_SmoothDer	Derivative of Smoothed
2325	CMNIX.High_mva365	365 Day MA
2326	CMNIX.High_mva200	200 Day MA
2327	CMNIX.High_mva050	50 Day MA
2331	CMNIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2333	CMNIX.Low_SmoothDer	Derivative of Smoothed
2335	CMNIX.Low_mva365	365 Day MA
2336	CMNIX.Low_mva200	200 Day MA
2337	CMNIX.Low_mva050	50 Day MA
2341	CMNIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2343	CMNIX.Close_SmoothDer	Derivative of Smoothed
2345	CMNIX.Close_mva365	365 Day MA
2346	CMNIX.Close_mva200	200 Day MA
2347	CMNIX.Close_mva050	50 Day MA
2348	CMNIX.Volume_YoY	Year over Year
2349	CMNIX.Volume_YoY4	4 Year over 4 Year
2350	CMNIX.Volume_YoY5	5 Year over 5 Year
2351	CMNIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2352	CMNIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2353	CMNIX.Volume_SmoothDer	Derivative of Smoothed
2354	CMNIX.Volume_Log	Log of
2355	CMNIX.Volume_mva365	365 Day MA
2356	CMNIX.Volume_mva200	200 Day MA
2357	CMNIX.Volume_mva050	50 Day MA
2361	CMNIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2362	CMNIX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2364	CMNIX.Adjusted_Log	Log of
2365	CMNIX.Adjusted_mva365	365 Day MA
2366	CMNIX.Adjusted_mva200	200 Day MA
2367	CMNIX.Adjusted_mva050	50 Day MA
2371	CIHEX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2372	CIHEX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2374	CIHEX.Open_Log	Log of
2375	CIHEX.Open_mva365	365 Day MA
2377	CIHEX.Open_mva050	50 Day MA
2381	CIHEX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2382	CIHEX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2384	CIHEX.High_Log	Log of
2385	CIHEX.High_mva365	365 Day MA
2387	CIHEX.High_mva050	50 Day MA
2391	CIHEX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2392	CIHEX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2394	CIHEX.Low_Log	Log of
2395	CIHEX.Low_mva365	365 Day MA
2397	CIHEX.Low_mva050	50 Day MA
2401	CIHEX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2402	CIHEX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2404	CIHEX.Close_Log	Log of
2405	CIHEX.Close_mva365	365 Day MA
2407	CIHEX.Close_mva050	50 Day MA
2408	CIHEX.Volume_YoY	Year over Year
2409	CIHEX.Volume_YoY4	4 Year over 4 Year
2410	CIHEX.Volume_YoY5	5 Year over 5 Year
2411	CIHEX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2412	CIHEX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2413	CIHEX.Volume_SmoothDer	Derivative of Smoothed
2414	CIHEX.Volume_Log	Log of
2415	CIHEX.Volume_mva365	365 Day MA
2416	CIHEX.Volume_mva200	200 Day MA
2417	CIHEX.Volume_mva050	50 Day MA
2421	CIHEX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2422	CIHEX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2424	CIHEX.Adjusted_Log	Log of
2425	CIHEX.Adjusted_mva365	365 Day MA
2427	CIHEX.Adjusted_mva050	50 Day MA
2453	IMPMX_SmoothDer	Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2463	EXPMX_SmoothDer	Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2476	HSN1FNSA_mva200	New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA
2480	HNFSUSNSA_YoY5	New One Family Houses for Sale in the United States (Monthly, NSA) 5 Year over 5 Year
2481	HNFSUSNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA)
2484	HNFSUSNSA_Log	Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485	HNFSUSNSA_mva365	New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486	HNFSUSNSA_mva200	New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487	HNFSUSNSA_mva050	New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2489	BUSLOANS_YoY4	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2491	BUSLOANS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2493	BUSLOANS_SmoothDer	Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2494	BUSLOANS_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495	BUSLOANS_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496	BUSLOANS_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497	BUSLOANS_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2499	TOTCI_YoY4	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 4 Year over 4 Year
2501	TOTCI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2503	TOTCI_SmoothDer	Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504	TOTCI_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505	TOTCI_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506	TOTCI_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507	TOTCI_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2508	BUSLOANSNSA_YoY	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) Year over Year
2509	BUSLOANSNSA_YoY4	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2511	BUSLOANSNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2513	BUSLOANSNSA_SmoothDer	Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2514	BUSLOANSNSA_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515	BUSLOANSNSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516	BUSLOANSNSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517	BUSLOANSNSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2521	REALLNNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, NSA)
2523	REALLNNSA_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA)
2524	REALLNNSA_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525	REALLNNSA_mva365	Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526	REALLNNSA_mva200	Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527	REALLNNSA_mva050	Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2531	REALLN_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2533	REALLN_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA)
2534	REALLN_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535	REALLN_mva365	Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536	REALLN_mva200	Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537	REALLN_mva050	Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2541	RELACBW027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2543	RELACBW027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545	RELACBW027NBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546	RELACBW027NBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547	RELACBW027NBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551	RELACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2553	RELACBW027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2555	RELACBW027SBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556	RELACBW027SBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557	RELACBW027SBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2561	RREACBM027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2563	RREACBM027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2564	RREACBM027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565	RREACBM027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566	RREACBM027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567	RREACBM027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2573	RREACBM027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2574	RREACBM027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575	RREACBM027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576	RREACBM027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577	RREACBM027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581	RREACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2583	RREACBW027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584	RREACBW027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585	RREACBW027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586	RREACBW027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587	RREACBW027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2591	RREACBW027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2593	RREACBW027NBOG_SmoothDer	Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2594	RREACBW027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595	RREACBW027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596	RREACBW027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597	RREACBW027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2603	MORTGAGE30US_SmoothDer	Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
2606	MORTGAGE30US_mva200	30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2611	CONSUMERNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans, All Commercial Banks
2615	CONSUMERNSA_mva365	Consumer Loans, All Commercial Banks 365 Day MA
2621	TOTLLNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2623	TOTLLNSA_SmoothDer	Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks
2624	TOTLLNSA_Log	Log of Loans and Leases in Bank Credit, All Commercial Banks
2625	TOTLLNSA_mva365	Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626	TOTLLNSA_mva200	Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627	TOTLLNSA_mva050	Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2631	DPSACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks
2633	DPSACBW027SBOG_SmoothDer	Derivative of Smoothed Deposits, All Commercial Banks
2635	DPSACBW027SBOG_mva365	Deposits, All Commercial Banks 365 Day MA
2636	DPSACBW027SBOG_mva200	Deposits, All Commercial Banks 200 Day MA
2637	DPSACBW027SBOG_mva050	Deposits, All Commercial Banks 50 Day MA
2639	DRCLACBS_YoY4	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2640	DRCLACBS_YoY5	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 5 Year over 5 Year
2644	DRCLACBS_Log	Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645	DRCLACBS_mva365	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646	DRCLACBS_mva200	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647	DRCLACBS_mva050	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2651	TOTCINSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2653	TOTCINSA_SmoothDer	Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2654	TOTCINSA_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2655	TOTCINSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656	TOTCINSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657	TOTCINSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2664	SRPSABSNNCB_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2665	SRPSABSNNCB_mva365	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 365 Day MA
2666	SRPSABSNNCB_mva200	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA
2667	SRPSABSNNCB_mva050	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA
2674	ASTLL_Log	Log of All sectors; total loans; liability, Level (NSA)
2675	ASTLL_mva365	All sectors; total loans; liability, Level (NSA) 365 Day MA
2676	ASTLL_mva200	All sectors; total loans; liability, Level (NSA) 200 Day MA
2677	ASTLL_mva050	All sectors; total loans; liability, Level (NSA) 50 Day MA
2679	FBDILNECA_YoY4	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 4 Year over 4 Year
2680	FBDILNECA_YoY5	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 5 Year over 5 Year
2684	FBDILNECA_Log	Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685	FBDILNECA_mva365	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686	FBDILNECA_mva200	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687	FBDILNECA_mva050	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2693	ASOLAL_SmoothDer	Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA)
2694	ASOLAL_Log	Log of All sectors; other loans and advances; liability, Level (NSA)
2695	ASOLAL_mva365	All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696	ASOLAL_mva200	All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697	ASOLAL_mva050	All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704	ASTMA_Log	Log of All sectors; total mortgages; asset, Level (NSA)
2705	ASTMA_mva365	All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706	ASTMA_mva200	All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707	ASTMA_mva050	All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714	ASHMA_Log	Log of All sectors; home mortgages; asset, Level (NSA)
2715	ASHMA_mva365	All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716	ASHMA_mva200	All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717	ASHMA_mva050	All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724	ASMRMA_Log	Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725	ASMRMA_mva365	All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726	ASMRMA_mva200	All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727	ASMRMA_mva050	All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734	ASCMA_Log	Log of All sectors; commercial mortgages; asset, Level (NSA)
2735	ASCMA_mva365	All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736	ASCMA_mva200	All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737	ASCMA_mva050	All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744	ASFMA_Log	Log of All sectors; farm mortgages; asset, Level (NSA)
2745	ASFMA_mva365	All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746	ASFMA_mva200	All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747	ASFMA_mva050	All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2753	CCLBSHNO_SmoothDer	Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2764	FBDSILQ027S_Log	Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765	FBDSILQ027S_mva365	Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766	FBDSILQ027S_mva200	Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767	FBDSILQ027S_mva050	Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2770	FBLL_YoY5	Domestic financial sectors loans; liability, Level (NSA) 5 Year over 5 Year
2774	FBLL_Log	Log of Domestic financial sectors loans; liability, Level (NSA)
2775	FBLL_mva365	Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2776	FBLL_mva200	Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2777	FBLL_mva050	Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2784	NCBDBIQ027S_Log	Log of Nonfinancial corporate business; debt securities; liability, Level
2785	NCBDBIQ027S_mva365	Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2786	NCBDBIQ027S_mva200	Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
2787	NCBDBIQ027S_mva050	Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2796	DGS10_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2806	TNX.Open_mva200	200 Day MA
2816	TNX.High_mva200	200 Day MA
2826	TNX.Low_mva200	200 Day MA
2836	TNX.Close_mva200	200 Day MA
2838	TNX.Volume_YoY	Year over Year
2839	TNX.Volume_YoY4	4 Year over 4 Year
2840	TNX.Volume_YoY5	5 Year over 5 Year
2841	TNX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2842	TNX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2843	TNX.Volume_SmoothDer	Derivative of Smoothed
2844	TNX.Volume_Log	Log of
2845	TNX.Volume_mva365	365 Day MA
2846	TNX.Volume_mva200	200 Day MA
2847	TNX.Volume_mva050	50 Day MA
2856	TNX.Adjusted_mva200	200 Day MA
2863	CLF.Open_SmoothDer	Derivative of Smoothed
2864	CLF.Open_Log	Log of
2873	CLF.High_SmoothDer	Derivative of Smoothed
2883	CLF.Low_SmoothDer	Derivative of Smoothed
2884	CLF.Low_Log	Log of
2893	CLF.Close_SmoothDer	Derivative of Smoothed
2894	CLF.Close_Log	Log of
2901	CLF.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2903	CLF.Volume_SmoothDer	Derivative of Smoothed
2904	CLF.Volume_Log	Log of
2913	CLF.Adjusted_SmoothDer	Derivative of Smoothed
2914	CLF.Adjusted_Log	Log of
2923	DGS30_SmoothDer	Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2925	DGS30_mva365	10-Year Treasury Constant Maturity Rate 365 Day MA
2926	DGS30_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2933	DGS1_SmoothDer	Derivative of Smoothed 1-Year Treasury Constant Maturity Rate
2943	DGS2_SmoothDer	Derivative of Smoothed 2-Year Treasury Constant Maturity Rate
2948	TB3MS_YoY	3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year
2951	TB3MS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2953	TB3MS_SmoothDer	Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2954	TB3MS_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2961	DTB3_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2963	DTB3_SmoothDer	Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964	DTB3_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2971	IRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2973	IRX.Open_SmoothDer	Derivative of Smoothed
2974	IRX.Open_Log	Log of
2981	IRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2983	IRX.High_SmoothDer	Derivative of Smoothed
2984	IRX.High_Log	Log of
2991	IRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2993	IRX.Low_SmoothDer	Derivative of Smoothed
2994	IRX.Low_Log	Log of
3001	IRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3003	IRX.Close_SmoothDer	Derivative of Smoothed
3004	IRX.Close_Log	Log of
3008	IRX.Volume_YoY	Year over Year
3009	IRX.Volume_YoY4	4 Year over 4 Year
3010	IRX.Volume_YoY5	5 Year over 5 Year
3011	IRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3012	IRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3013	IRX.Volume_SmoothDer	Derivative of Smoothed
3014	IRX.Volume_Log	Log of
3015	IRX.Volume_mva365	365 Day MA
3016	IRX.Volume_mva200	200 Day MA
3017	IRX.Volume_mva050	50 Day MA
3021	IRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3023	IRX.Adjusted_SmoothDer	Derivative of Smoothed
3024	IRX.Adjusted_Log	Log of
3033	DCOILWTICO_SmoothDer	Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3034	DCOILWTICO_Log	Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3043	DCOILBRENTEU_SmoothDer	Derivative of Smoothed Crude Oil Prices: Brent - Europe
3054	NEWORDER_Log	Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3055	NEWORDER_mva365	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056	NEWORDER_mva200	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057	NEWORDER_mva050	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3059	ALTSALES_YoY4	Light Weight Vehicle Sales: Autos and Light Trucks 4 Year over 4 Year
3071	ICSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims
3073	ICSA_SmoothDer	Derivative of Smoothed Initial Jobless Claims
3077	ICSA_mva050	Initial Jobless Claims 50 Day MA
3081	GSPC.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3082	GSPC.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3084	GSPC.Open_Log	Log of
3085	GSPC.Open_mva365	365 Day MA
3091	GSPC.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3092	GSPC.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3094	GSPC.High_Log	Log of
3095	GSPC.High_mva365	365 Day MA
3101	GSPC.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3102	GSPC.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3104	GSPC.Low_Log	Log of
3105	GSPC.Low_mva365	365 Day MA
3111	GSPC.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3112	GSPC.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3114	GSPC.Close_Log	Log of
3115	GSPC.Close_mva365	365 Day MA
3124	GSPC.Volume_Log	Log of
3125	GSPC.Volume_mva365	365 Day MA
3126	GSPC.Volume_mva200	200 Day MA
3131	GSPC.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3132	GSPC.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3134	GSPC.Adjusted_Log	Log of
3135	GSPC.Adjusted_mva365	365 Day MA
3141	FXAIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3142	FXAIX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3144	FXAIX.Open_Log	Log of
3145	FXAIX.Open_mva365	365 Day MA
3151	FXAIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3152	FXAIX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3154	FXAIX.High_Log	Log of
3155	FXAIX.High_mva365	365 Day MA
3161	FXAIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3162	FXAIX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3164	FXAIX.Low_Log	Log of
3165	FXAIX.Low_mva365	365 Day MA
3171	FXAIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3172	FXAIX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3174	FXAIX.Close_Log	Log of
3175	FXAIX.Close_mva365	365 Day MA
3178	FXAIX.Volume_YoY	Year over Year
3179	FXAIX.Volume_YoY4	4 Year over 4 Year
3180	FXAIX.Volume_YoY5	5 Year over 5 Year
3181	FXAIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3182	FXAIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3183	FXAIX.Volume_SmoothDer	Derivative of Smoothed
3184	FXAIX.Volume_Log	Log of
3185	FXAIX.Volume_mva365	365 Day MA
3186	FXAIX.Volume_mva200	200 Day MA
3187	FXAIX.Volume_mva050	50 Day MA
3191	FXAIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3192	FXAIX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3194	FXAIX.Adjusted_Log	Log of
3195	FXAIX.Adjusted_mva365	365 Day MA
3198	FTIHX.Open_YoY	Year over Year
3199	FTIHX.Open_YoY4	4 Year over 4 Year
3201	FTIHX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3202	FTIHX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3203	FTIHX.Open_SmoothDer	Derivative of Smoothed
3204	FTIHX.Open_Log	Log of
3205	FTIHX.Open_mva365	365 Day MA
3206	FTIHX.Open_mva200	200 Day MA
3207	FTIHX.Open_mva050	50 Day MA
3208	FTIHX.High_YoY	Year over Year
3209	FTIHX.High_YoY4	4 Year over 4 Year
3211	FTIHX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3212	FTIHX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3213	FTIHX.High_SmoothDer	Derivative of Smoothed
3214	FTIHX.High_Log	Log of
3215	FTIHX.High_mva365	365 Day MA
3216	FTIHX.High_mva200	200 Day MA
3217	FTIHX.High_mva050	50 Day MA
3218	FTIHX.Low_YoY	Year over Year
3219	FTIHX.Low_YoY4	4 Year over 4 Year
3221	FTIHX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3222	FTIHX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3223	FTIHX.Low_SmoothDer	Derivative of Smoothed
3224	FTIHX.Low_Log	Log of
3225	FTIHX.Low_mva365	365 Day MA
3226	FTIHX.Low_mva200	200 Day MA
3227	FTIHX.Low_mva050	50 Day MA
3228	FTIHX.Close_YoY	Year over Year
3229	FTIHX.Close_YoY4	4 Year over 4 Year
3231	FTIHX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3232	FTIHX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3233	FTIHX.Close_SmoothDer	Derivative of Smoothed
3234	FTIHX.Close_Log	Log of
3235	FTIHX.Close_mva365	365 Day MA
3236	FTIHX.Close_mva200	200 Day MA
3237	FTIHX.Close_mva050	50 Day MA
3238	FTIHX.Volume_YoY	Year over Year
3239	FTIHX.Volume_YoY4	4 Year over 4 Year
3240	FTIHX.Volume_YoY5	5 Year over 5 Year
3241	FTIHX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3242	FTIHX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3243	FTIHX.Volume_SmoothDer	Derivative of Smoothed
3244	FTIHX.Volume_Log	Log of
3245	FTIHX.Volume_mva365	365 Day MA
3246	FTIHX.Volume_mva200	200 Day MA
3247	FTIHX.Volume_mva050	50 Day MA
3248	FTIHX.Adjusted_YoY	Year over Year
3249	FTIHX.Adjusted_YoY4	4 Year over 4 Year
3251	FTIHX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3252	FTIHX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3253	FTIHX.Adjusted_SmoothDer	Derivative of Smoothed
3254	FTIHX.Adjusted_Log	Log of
3255	FTIHX.Adjusted_mva365	365 Day MA
3256	FTIHX.Adjusted_mva200	200 Day MA
3257	FTIHX.Adjusted_mva050	50 Day MA
3258	MDIZX.Open_YoY	Year over Year
3261	MDIZX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3262	MDIZX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3263	MDIZX.Open_SmoothDer	Derivative of Smoothed
3264	MDIZX.Open_Log	Log of
3265	MDIZX.Open_mva365	365 Day MA
3266	MDIZX.Open_mva200	200 Day MA
3267	MDIZX.Open_mva050	50 Day MA
3268	MDIZX.High_YoY	Year over Year
3271	MDIZX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3272	MDIZX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3273	MDIZX.High_SmoothDer	Derivative of Smoothed
3274	MDIZX.High_Log	Log of
3275	MDIZX.High_mva365	365 Day MA
3276	MDIZX.High_mva200	200 Day MA
3277	MDIZX.High_mva050	50 Day MA
3278	MDIZX.Low_YoY	Year over Year
3281	MDIZX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3282	MDIZX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3283	MDIZX.Low_SmoothDer	Derivative of Smoothed
3284	MDIZX.Low_Log	Log of
3285	MDIZX.Low_mva365	365 Day MA
3286	MDIZX.Low_mva200	200 Day MA
3287	MDIZX.Low_mva050	50 Day MA
3288	MDIZX.Close_YoY	Year over Year
3291	MDIZX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3292	MDIZX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3293	MDIZX.Close_SmoothDer	Derivative of Smoothed
3294	MDIZX.Close_Log	Log of
3295	MDIZX.Close_mva365	365 Day MA
3296	MDIZX.Close_mva200	200 Day MA
3297	MDIZX.Close_mva050	50 Day MA
3298	MDIZX.Volume_YoY	Year over Year
3299	MDIZX.Volume_YoY4	4 Year over 4 Year
3300	MDIZX.Volume_YoY5	5 Year over 5 Year
3301	MDIZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3302	MDIZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3303	MDIZX.Volume_SmoothDer	Derivative of Smoothed
3304	MDIZX.Volume_Log	Log of
3305	MDIZX.Volume_mva365	365 Day MA
3306	MDIZX.Volume_mva200	200 Day MA
3307	MDIZX.Volume_mva050	50 Day MA
3308	MDIZX.Adjusted_YoY	Year over Year
3311	MDIZX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3312	MDIZX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3313	MDIZX.Adjusted_SmoothDer	Derivative of Smoothed
3314	MDIZX.Adjusted_Log	Log of
3315	MDIZX.Adjusted_mva365	365 Day MA
3316	MDIZX.Adjusted_mva200	200 Day MA
3317	MDIZX.Adjusted_mva050	50 Day MA
3321	DODIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3323	DODIX.Open_SmoothDer	Derivative of Smoothed
3325	DODIX.Open_mva365	365 Day MA
3331	DODIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3333	DODIX.High_SmoothDer	Derivative of Smoothed
3335	DODIX.High_mva365	365 Day MA
3341	DODIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3343	DODIX.Low_SmoothDer	Derivative of Smoothed
3345	DODIX.Low_mva365	365 Day MA
3351	DODIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3353	DODIX.Close_SmoothDer	Derivative of Smoothed
3355	DODIX.Close_mva365	365 Day MA
3358	DODIX.Volume_YoY	Year over Year
3359	DODIX.Volume_YoY4	4 Year over 4 Year
3360	DODIX.Volume_YoY5	5 Year over 5 Year
3361	DODIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3362	DODIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3363	DODIX.Volume_SmoothDer	Derivative of Smoothed
3364	DODIX.Volume_Log	Log of
3365	DODIX.Volume_mva365	365 Day MA
3366	DODIX.Volume_mva200	200 Day MA
3367	DODIX.Volume_mva050	50 Day MA
3371	DODIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3373	DODIX.Adjusted_SmoothDer	Derivative of Smoothed
3375	DODIX.Adjusted_mva365	365 Day MA
3376	DODIX.Adjusted_mva200	200 Day MA
3381	RLG.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3382	RLG.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3384	RLG.Open_Log	Log of
3385	RLG.Open_mva365	365 Day MA
3391	RLG.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3392	RLG.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3394	RLG.High_Log	Log of
3395	RLG.High_mva365	365 Day MA
3401	RLG.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3402	RLG.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3404	RLG.Low_Log	Log of
3405	RLG.Low_mva365	365 Day MA
3411	RLG.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3412	RLG.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3414	RLG.Close_Log	Log of
3415	RLG.Close_mva365	365 Day MA
3418	RLG.Volume_YoY	Year over Year
3419	RLG.Volume_YoY4	4 Year over 4 Year
3420	RLG.Volume_YoY5	5 Year over 5 Year
3421	RLG.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3422	RLG.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3423	RLG.Volume_SmoothDer	Derivative of Smoothed
3424	RLG.Volume_Log	Log of
3425	RLG.Volume_mva365	365 Day MA
3426	RLG.Volume_mva200	200 Day MA
3427	RLG.Volume_mva050	50 Day MA
3431	RLG.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3432	RLG.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3434	RLG.Adjusted_Log	Log of
3435	RLG.Adjusted_mva365	365 Day MA
3445	DJI.Open_mva365	365 Day MA
3455	DJI.High_mva365	365 Day MA
3465	DJI.Low_mva365	365 Day MA
3475	DJI.Close_mva365	365 Day MA
3485	DJI.Volume_mva365	365 Day MA
3486	DJI.Volume_mva200	200 Day MA
3495	DJI.Adjusted_mva365	365 Day MA
3503	STOXX50E.Open_SmoothDer	Derivative of Smoothed
3505	STOXX50E.Open_mva365	365 Day MA
3506	STOXX50E.Open_mva200	200 Day MA
3513	STOXX50E.High_SmoothDer	Derivative of Smoothed
3515	STOXX50E.High_mva365	365 Day MA
3516	STOXX50E.High_mva200	200 Day MA
3523	STOXX50E.Low_SmoothDer	Derivative of Smoothed
3525	STOXX50E.Low_mva365	365 Day MA
3526	STOXX50E.Low_mva200	200 Day MA
3533	STOXX50E.Close_SmoothDer	Derivative of Smoothed
3535	STOXX50E.Close_mva365	365 Day MA
3536	STOXX50E.Close_mva200	200 Day MA
3544	STOXX50E.Volume_Log	Log of
3553	STOXX50E.Adjusted_SmoothDer	Derivative of Smoothed
3555	STOXX50E.Adjusted_mva365	365 Day MA
3556	STOXX50E.Adjusted_mva200	200 Day MA
3561	EFA.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3563	EFA.Open_SmoothDer	Derivative of Smoothed
3565	EFA.Open_mva365	365 Day MA
3566	EFA.Open_mva200	200 Day MA
3567	EFA.Open_mva050	50 Day MA
3571	EFA.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3573	EFA.High_SmoothDer	Derivative of Smoothed
3575	EFA.High_mva365	365 Day MA
3576	EFA.High_mva200	200 Day MA
3577	EFA.High_mva050	50 Day MA
3581	EFA.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3583	EFA.Low_SmoothDer	Derivative of Smoothed
3585	EFA.Low_mva365	365 Day MA
3586	EFA.Low_mva200	200 Day MA
3587	EFA.Low_mva050	50 Day MA
3588	EFA.Close_YoY	Year over Year
3591	EFA.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3593	EFA.Close_SmoothDer	Derivative of Smoothed
3595	EFA.Close_mva365	365 Day MA
3596	EFA.Close_mva200	200 Day MA
3597	EFA.Close_mva050	50 Day MA
3605	EFA.Volume_mva365	365 Day MA
3606	EFA.Volume_mva200	200 Day MA
3608	EFA.Adjusted_YoY	Year over Year
3611	EFA.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3612	EFA.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3613	EFA.Adjusted_SmoothDer	Derivative of Smoothed
3614	EFA.Adjusted_Log	Log of
3615	EFA.Adjusted_mva365	365 Day MA
3616	EFA.Adjusted_mva200	200 Day MA
3617	EFA.Adjusted_mva050	50 Day MA
3624	GDP_Log	Log of Gross Domestic Product
3625	GDP_mva365	Gross Domestic Product 365 Day MA
3626	GDP_mva200	Gross Domestic Product 200 Day MA
3627	GDP_mva050	Gross Domestic Product 50 Day MA
3629	FNDEFX_YoY4	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 4 Year over 4 Year
3634	FNDEFX_Log	Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3635	FNDEFX_mva365	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3636	FNDEFX_mva200	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3637	FNDEFX_mva050	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3641	FDEFX_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3643	FDEFX_SmoothDer	Derivative of Smoothed Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645	FDEFX_mva365	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3649	GDPNOW_YoY4	Fed Atlanta GDPNow 4 Year over 4 Year
3651	GDPNOW_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Fed Atlanta GDPNow
3653	GDPNOW_SmoothDer	Derivative of Smoothed Fed Atlanta GDPNow
3654	GDPNOW_Log	Log of Fed Atlanta GDPNow
3657	GDPNOW_mva050	Fed Atlanta GDPNow 50 Day MA
3661	GDPC1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Gross Domestic Product
3665	GDPC1_mva365	Real Gross Domestic Product 365 Day MA
3674	GDPDEF_Log	Log of Gross Domestic Product: Implicit Price Deflator
3675	GDPDEF_mva365	Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676	GDPDEF_mva200	Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677	GDPDEF_mva050	Gross Domestic Product: Implicit Price Deflator 50 Day MA
3681	VIG.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3682	VIG.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3685	VIG.Open_mva365	365 Day MA
3691	VIG.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3692	VIG.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3695	VIG.High_mva365	365 Day MA
3701	VIG.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3702	VIG.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3705	VIG.Low_mva365	365 Day MA
3711	VIG.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3712	VIG.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3715	VIG.Close_mva365	365 Day MA
3731	VIG.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3732	VIG.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3735	VIG.Adjusted_mva365	365 Day MA
3741	WLRRAL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3743	WLRRAL_SmoothDer	Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3753	FEDFUNDS_SmoothDer	Derivative of Smoothed Effective Federal Funds Rate
3764	GPDI_Log	Log of Gross Private Domestic Investment
3765	GPDI_mva365	Gross Private Domestic Investment 365 Day MA
3766	GPDI_mva200	Gross Private Domestic Investment 200 Day MA
3767	GPDI_mva050	Gross Private Domestic Investment 50 Day MA
3774	W790RC1Q027SBEA_Log	Log of Net domestic investment: Private: Domestic busines
3775	W790RC1Q027SBEA_mva365	Net domestic investment: Private: Domestic busines 365 Day MA
3776	W790RC1Q027SBEA_mva200	Net domestic investment: Private: Domestic busines 200 Day MA
3777	W790RC1Q027SBEA_mva050	Net domestic investment: Private: Domestic busines 50 Day MA
3778	MZMV_YoY	Velocity of MZM Money Stock Year over Year
3779	MZMV_YoY4	Velocity of MZM Money Stock 4 Year over 4 Year
3784	MZMV_Log	Log of Velocity of MZM Money Stock
3785	MZMV_mva365	Velocity of MZM Money Stock 365 Day MA
3786	MZMV_mva200	Velocity of MZM Money Stock 200 Day MA
3787	MZMV_mva050	Velocity of MZM Money Stock 50 Day MA
3788	M1_YoY	M1 Money Stock Year over Year
3794	M1_Log	Log of M1 Money Stock
3795	M1_mva365	M1 Money Stock 365 Day MA
3796	M1_mva200	M1 Money Stock 200 Day MA
3797	M1_mva050	M1 Money Stock 50 Day MA
3798	M2_YoY	M2 Money Stock Year over Year
3804	M2_Log	Log of M2 Money Stock
3805	M2_mva365	M2 Money Stock 365 Day MA
3806	M2_mva200	M2 Money Stock 200 Day MA
3807	M2_mva050	M2 Money Stock 50 Day MA
3809	OPHNFB_YoY4	Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 4 Year over 4 Year
3813	OPHNFB_SmoothDer	Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3815	OPHNFB_mva365	Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3818	IPMAN_YoY	Industrial Production: Manufacturing (NAICS) Year over Year
3823	IPMAN_SmoothDer	Derivative of Smoothed Industrial Production: Manufacturing (NAICS)
3825	IPMAN_mva365	Industrial Production: Manufacturing (NAICS) 365 Day MA
3826	IPMAN_mva200	Industrial Production: Manufacturing (NAICS) 200 Day MA
3835	IWD.Open_mva365	365 Day MA
3845	IWD.High_mva365	365 Day MA
3855	IWD.Low_mva365	365 Day MA
3865	IWD.Close_mva365	365 Day MA
3868	IWD.Volume_YoY	Year over Year
3875	IWD.Volume_mva365	365 Day MA
3881	IWD.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3882	IWD.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3885	IWD.Adjusted_mva365	365 Day MA
3890	GS5_YoY5	5-Year Treasury Constant Maturity Rate 5 Year over 5 Year
3898	PSAVERT_YoY	Personal Saving Rate Year over Year
3906	PSAVERT_mva200	Personal Saving Rate 200 Day MA
3915	VIXCLS_mva365	CBOE Volatility Index 365 Day MA
3916	VIXCLS_mva200	CBOE Volatility Index 200 Day MA
3921	VXX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3923	VXX.Open_SmoothDer	Derivative of Smoothed
3926	VXX.Open_mva200	200 Day MA
3931	VXX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3936	VXX.High_mva200	200 Day MA
3941	VXX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3943	VXX.Low_SmoothDer	Derivative of Smoothed
3946	VXX.Low_mva200	200 Day MA
3951	VXX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3953	VXX.Close_SmoothDer	Derivative of Smoothed
3956	VXX.Close_mva200	200 Day MA
3964	VXX.Volume_Log	Log of
3965	VXX.Volume_mva365	365 Day MA
3971	VXX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3973	VXX.Adjusted_SmoothDer	Derivative of Smoothed
3976	VXX.Adjusted_mva200	200 Day MA
3978	HOUST1F_YoY	Privately Owned Housing Starts: 1-Unit Structures Year over Year
3991	GFDEBTN_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt
3995	GFDEBTN_mva365	Federal Debt: Total Public Debt 365 Day MA
4013	HOUSTNSA_SmoothDer	Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4016	HOUSTNSA_mva200	Housing Starts: Total: New Privately Owned Housing Units Started, NSA 200 Day MA
4025	EXHOSLUSM495S_mva365	Existing Home Sales 365 Day MA
4031	MSPUS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Median Sales Price of Houses Sold for the United States (NSA)
4038	UMDMNO_YoY	Manufacturers’ New Orders: Durable Goods (NSA) Year over Year
4039	UMDMNO_YoY4	Manufacturers’ New Orders: Durable Goods (NSA) 4 Year over 4 Year
4041	UMDMNO_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4043	UMDMNO_SmoothDer	Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (NSA)
4044	UMDMNO_Log	Log of Manufacturers’ New Orders: Durable Goods (NSA)
4045	UMDMNO_mva365	Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4046	UMDMNO_mva200	Manufacturers’ New Orders: Durable Goods (NSA) 200 Day MA
4047	UMDMNO_mva050	Manufacturers’ New Orders: Durable Goods (NSA) 50 Day MA
4051	DGORDER_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (SA)
4053	DGORDER_SmoothDer	Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (SA)
4054	DGORDER_Log	Log of Manufacturers’ New Orders: Durable Goods (SA)
4055	DGORDER_mva365	Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4056	DGORDER_mva200	Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4057	DGORDER_mva050	Manufacturers’ New Orders: Durable Goods (SA) 50 Day MA
4061	CSUSHPINSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA)
4063	CSUSHPINSA_SmoothDer	Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA)
4064	CSUSHPINSA_Log	Log of S&P/Case-Shiller U.S. National Home Price Index (NSA)
4065	CSUSHPINSA_mva365	S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4066	CSUSHPINSA_mva200	S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4067	CSUSHPINSA_mva050	S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA
4069	GFDEGDQ188S_YoY4	Federal Debt: Total Public Debt as Percent of Gross Domestic Product 4 Year over 4 Year
4075	GFDEGDQ188S_mva365	Federal Debt: Total Public Debt as Percent of Gross Domestic Product 365 Day MA
4079	FYFSD_YoY4	Federal Surplus or Deficit 4 Year over 4 Year
4083	FYFSD_SmoothDer	Derivative of Smoothed Federal Surplus or Deficit
4084	FYFSD_Log	Log of Federal Surplus or Deficit
4087	FYFSD_mva050	Federal Surplus or Deficit 50 Day MA
4089	FYFSGDA188S_YoY4	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 4 Year over 4 Year
4090	FYFSGDA188S_YoY5	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 5 Year over 5 Year
4092	FYFSGDA188S_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4094	FYFSGDA188S_Log	Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4095	FYFSGDA188S_mva365	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4096	FYFSGDA188S_mva200	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4097	FYFSGDA188S_mva050	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4101	GDX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4103	GDX.Open_SmoothDer	Derivative of Smoothed
4105	GDX.Open_mva365	365 Day MA
4106	GDX.Open_mva200	200 Day MA
4107	GDX.Open_mva050	50 Day MA
4111	GDX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4113	GDX.High_SmoothDer	Derivative of Smoothed
4115	GDX.High_mva365	365 Day MA
4116	GDX.High_mva200	200 Day MA
4117	GDX.High_mva050	50 Day MA
4121	GDX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4123	GDX.Low_SmoothDer	Derivative of Smoothed
4125	GDX.Low_mva365	365 Day MA
4126	GDX.Low_mva200	200 Day MA
4127	GDX.Low_mva050	50 Day MA
4131	GDX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4133	GDX.Close_SmoothDer	Derivative of Smoothed
4135	GDX.Close_mva365	365 Day MA
4136	GDX.Close_mva200	200 Day MA
4137	GDX.Close_mva050	50 Day MA
4138	GDX.Volume_YoY	Year over Year
4141	GDX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4151	GDX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4153	GDX.Adjusted_SmoothDer	Derivative of Smoothed
4155	GDX.Adjusted_mva365	365 Day MA
4156	GDX.Adjusted_mva200	200 Day MA
4157	GDX.Adjusted_mva050	50 Day MA
4201	XLE.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4203	XLE.Volume_SmoothDer	Derivative of Smoothed
4205	XLE.Volume_mva365	365 Day MA
4206	XLE.Volume_mva200	200 Day MA
4223	GSG.Open_SmoothDer	Derivative of Smoothed
4226	GSG.Open_mva200	200 Day MA
4233	GSG.High_SmoothDer	Derivative of Smoothed
4236	GSG.High_mva200	200 Day MA
4243	GSG.Low_SmoothDer	Derivative of Smoothed
4246	GSG.Low_mva200	200 Day MA
4253	GSG.Close_SmoothDer	Derivative of Smoothed
4256	GSG.Close_mva200	200 Day MA
4263	GSG.Volume_SmoothDer	Derivative of Smoothed
4265	GSG.Volume_mva365	365 Day MA
4266	GSG.Volume_mva200	200 Day MA
4273	GSG.Adjusted_SmoothDer	Derivative of Smoothed
4276	GSG.Adjusted_mva200	200 Day MA
4278	WALCL_YoY	All Federal Reserve Banks: Total Assets Year over Year
4283	WALCL_SmoothDer	Derivative of Smoothed All Federal Reserve Banks: Total Assets
4294	OUTMS_Log	Log of Manufacturing Sector: Real Output
4295	OUTMS_mva365	Manufacturing Sector: Real Output 365 Day MA
4296	OUTMS_mva200	Manufacturing Sector: Real Output 200 Day MA
4297	OUTMS_mva050	Manufacturing Sector: Real Output 50 Day MA
4303	MANEMP_SmoothDer	Derivative of Smoothed All Employees: Manufacturing
4314	PRS30006163_Log	Log of Manufacturing Sector: Real Output Per Person
4315	PRS30006163_mva365	Manufacturing Sector: Real Output Per Person 365 Day MA
4316	PRS30006163_mva200	Manufacturing Sector: Real Output Per Person 200 Day MA
4317	PRS30006163_mva050	Manufacturing Sector: Real Output Per Person 50 Day MA
4323	BAMLC0A3CA_SmoothDer	Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread
4326	BAMLC0A3CA_mva200	ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA
4330	AAA_YoY5	Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year
4334	AAA_Log	Log of Moody’s Seasoned Aaa Corporate Bond Yield
4335	AAA_mva365	Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4336	AAA_mva200	Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4337	AAA_mva050	Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA
4343	SOFR_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate
4351	SOFRVOL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4352	SOFRVOL_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Volume
4353	SOFRVOL_SmoothDer	Derivative of Smoothed Secured Overnight Financing Volume
4355	SOFRVOL_mva365	Secured Overnight Financing Volume 365 Day MA
4356	SOFRVOL_mva200	Secured Overnight Financing Volume 200 Day MA
4357	SOFRVOL_mva050	Secured Overnight Financing Volume 50 Day MA
4363	SOFR99_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4373	SOFR75_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4383	SOFR25_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4384	SOFR25_Log	Log of Secured Overnight Financing Rate: 25th Percentile
4393	SOFR1_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4394	SOFR1_Log	Log of Secured Overnight Financing Rate: 1st Percentile
4403	OBFR_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate
4404	OBFR_Log	Log of Overnight Bank Funding Rate
4413	OBFR99_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4418	OBFR75_YoY	Overnight Bank Funding Rate: 75th Percentile Year over Year
4422	OBFR75_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 75th Percentile
4423	OBFR75_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4424	OBFR75_Log	Log of Overnight Bank Funding Rate: 75th Percentile
4433	OBFR25_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4442	OBFR1_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 1st Percentile
4443	OBFR1_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4444	OBFR1_Log	Log of Overnight Bank Funding Rate: 1st Percentile
4451	RPONTSYD_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4453	RPONTSYD_SmoothDer	Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4454	RPONTSYD_Log	Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4458	IOER_YoY	Interest Rate on Excess Reserves Year over Year
4460	IOER_YoY5	Interest Rate on Excess Reserves 5 Year over 5 Year
4464	IOER_Log	Log of Interest Rate on Excess Reserves
4465	IOER_mva365	Interest Rate on Excess Reserves 365 Day MA
4466	IOER_mva200	Interest Rate on Excess Reserves 200 Day MA
4467	IOER_mva050	Interest Rate on Excess Reserves 50 Day MA
4468	WRESBAL_YoY	Reserve Balances with Federal Reserve Banks Year over Year
4476	WRESBAL_mva200	Reserve Balances with Federal Reserve Banks 200 Day MA
4478	EXCSRESNW_YoY	Excess Reserves of Depository Institutions Year over Year
4479	EXCSRESNW_YoY4	Excess Reserves of Depository Institutions 4 Year over 4 Year
4484	EXCSRESNW_Log	Log of Excess Reserves of Depository Institutions
4485	EXCSRESNW_mva365	Excess Reserves of Depository Institutions 365 Day MA
4486	EXCSRESNW_mva200	Excess Reserves of Depository Institutions 200 Day MA
4487	EXCSRESNW_mva050	Excess Reserves of Depository Institutions 50 Day MA
4488	ECBASSETS_YoY	Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4489	ECBASSETS_YoY4	Central Bank Assets for Euro Area (11-19 Countries) 4 Year over 4 Year
4490	ECBASSETS_YoY5	Central Bank Assets for Euro Area (11-19 Countries) 5 Year over 5 Year
4494	ECBASSETS_Log	Log of Central Bank Assets for Euro Area (11-19 Countries)
4495	ECBASSETS_mva365	Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4496	ECBASSETS_mva200	Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4497	ECBASSETS_mva050	Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4504	EUNNGDP_Log	Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4505	EUNNGDP_mva365	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4506	EUNNGDP_mva200	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4507	EUNNGDP_mva050	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4511	CEU0600000007_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4513	CEU0600000007_SmoothDer	Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4514	CEU0600000007_Log	Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4517	CEU0600000007_mva050	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA
4518	CURRENCY_YoY	Currency Component of M1 (Seasonally Adjusted) Year over Year
4524	CURRENCY_Log	Log of Currency Component of M1 (Seasonally Adjusted)
4525	CURRENCY_mva365	Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4526	CURRENCY_mva200	Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4527	CURRENCY_mva050	Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4531	WCURRNS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
4533	WCURRNS_SmoothDer	Derivative of Smoothed Currency Component of M1
4535	WCURRNS_mva365	Currency Component of M1 365 Day MA
4536	WCURRNS_mva200	Currency Component of M1 200 Day MA
4537	WCURRNS_mva050	Currency Component of M1 50 Day MA
4538	BOGMBASE_YoY	Monetary Base; Total Year over Year
4546	BOGMBASE_mva200	Monetary Base; Total 200 Day MA
4553	PRS88003193_SmoothDer	Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits
4563	PPIACO_SmoothDer	Derivative of Smoothed Producer Price Index for All Commodities
4565	PPIACO_mva365	Producer Price Index for All Commodities 365 Day MA
4566	PPIACO_mva200	Producer Price Index for All Commodities 200 Day MA
4567	PPIACO_mva050	Producer Price Index for All Commodities 50 Day MA
4573	PCUOMFGOMFG_SmoothDer	Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries
4574	PCUOMFGOMFG_Log	Log of Producer Price Index by Industry: Total Manufacturing Industries
4575	PCUOMFGOMFG_mva365	Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4576	PCUOMFGOMFG_mva200	Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA
4577	PCUOMFGOMFG_mva050	Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA
4584	POPTHM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4585	POPTHM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4590	POPTHM_Log	Log of Population (U.S.)
4591	POPTHM_Log	Log of Population (U.S.)
4592	POPTHM_mva365	Population (U.S.) 365 Day MA
4593	POPTHM_mva365	Population (U.S.) 365 Day MA
4594	POPTHM_mva200	Population (U.S.) 200 Day MA
4595	POPTHM_mva200	Population (U.S.) 200 Day MA
4596	POPTHM_mva050	Population (U.S.) 50 Day MA
4597	POPTHM_mva050	Population (U.S.) 50 Day MA
4604	POPTHM.1_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4605	POPTHM.1_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4610	POPTHM.1_Log	Log of
4611	POPTHM.1_Log	Log of
4612	POPTHM.1_mva365	365 Day MA
4613	POPTHM.1_mva365	365 Day MA
4614	POPTHM.1_mva200	200 Day MA
4615	POPTHM.1_mva200	200 Day MA
4616	POPTHM.1_mva050	50 Day MA
4617	POPTHM.1_mva050	50 Day MA
4625	CLF16OV_mva365	Civilian Labor Force Level, SA 365 Day MA
4626	CLF16OV_mva200	Civilian Labor Force Level, SA 200 Day MA
4633	LNU01000000_SmoothDer	Derivative of Smoothed Civilian Labor Force Level, NSA
4635	LNU01000000_mva365	Civilian Labor Force Level, NSA 365 Day MA
4636	LNU01000000_mva200	Civilian Labor Force Level, NSA 200 Day MA
4646	LNU03000000_mva200	Unemployment Level (NSA) 200 Day MA
4649	UNEMPLOY_YoY4	Unemployment Level, seasonally adjusted 4 Year over 4 Year
4651	UNEMPLOY_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted
4653	UNEMPLOY_SmoothDer	Derivative of Smoothed Unemployment Level, seasonally adjusted
4654	UNEMPLOY_Log	Log of Unemployment Level, seasonally adjusted
4655	UNEMPLOY_mva365	Unemployment Level, seasonally adjusted 365 Day MA
4656	UNEMPLOY_mva200	Unemployment Level, seasonally adjusted 200 Day MA
4657	UNEMPLOY_mva050	Unemployment Level, seasonally adjusted 50 Day MA
4665	RSAFS_mva365	Advance Retail Sales: Retail and Food Services 365 Day MA
4671	FRGSHPUSM649NCIS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments
4673	FRGSHPUSM649NCIS_SmoothDer	Derivative of Smoothed Cass Freight Index: Shipments
4681	BOPGTB_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Trade Balance: Goods, Balance of Payments Basis (SA)
4683	BOPGTB_SmoothDer	Derivative of Smoothed Trade Balance: Goods, Balance of Payments Basis (SA)
4684	BOPGTB_Log	Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4687	BOPGTB_mva050	Trade Balance: Goods, Balance of Payments Basis (SA) 50 Day MA
4690	TERMCBPER24NS_YoY5	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 5 Year over 5 Year
4693	TERMCBPER24NS_SmoothDer	Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4704	A065RC1A027NBEA_Log	Log of Personal income (NSA)
4705	A065RC1A027NBEA_mva365	Personal income (NSA) 365 Day MA
4706	A065RC1A027NBEA_mva200	Personal income (NSA) 200 Day MA
4707	A065RC1A027NBEA_mva050	Personal income (NSA) 50 Day MA
4715	PI_mva365	Personal income (SA) 365 Day MA
4716	PI_mva200	Personal income (SA) 200 Day MA
4725	PCE_mva365	Personal Consumption Expenditures (SA) 365 Day MA
4726	PCE_mva200	Personal Consumption Expenditures (SA) 200 Day MA
4731	A053RC1Q027SBEA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj)
4735	A053RC1Q027SBEA_mva365	National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4741	CPROFIT_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4745	CPROFIT_mva365	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4751	SPY.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4752	SPY.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4754	SPY.Open_Log	Log of
4755	SPY.Open_mva365	365 Day MA
4761	SPY.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4762	SPY.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4764	SPY.High_Log	Log of
4765	SPY.High_mva365	365 Day MA
4771	SPY.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4772	SPY.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4774	SPY.Low_Log	Log of
4775	SPY.Low_mva365	365 Day MA
4781	SPY.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4782	SPY.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4784	SPY.Close_Log	Log of
4785	SPY.Close_mva365	365 Day MA
4795	SPY.Volume_mva365	365 Day MA
4796	SPY.Volume_mva200	200 Day MA
4801	SPY.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4802	SPY.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4804	SPY.Adjusted_Log	Log of
4805	SPY.Adjusted_mva365	365 Day MA
4865	MDY.Adjusted_mva365	365 Day MA
4875	EES.Open_mva365	365 Day MA
4885	EES.High_mva365	365 Day MA
4905	EES.Close_mva365	365 Day MA
4914	EES.Volume_Log	Log of
4916	EES.Volume_mva200	200 Day MA
4925	EES.Adjusted_mva365	365 Day MA
4975	IJR.Volume_mva365	365 Day MA
4976	IJR.Volume_mva200	200 Day MA
4991	VGSTX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4992	VGSTX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
4993	VGSTX.Open_SmoothDer	Derivative of Smoothed
4994	VGSTX.Open_Log	Log of
5001	VGSTX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5002	VGSTX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5003	VGSTX.High_SmoothDer	Derivative of Smoothed
5004	VGSTX.High_Log	Log of
5011	VGSTX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5012	VGSTX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5013	VGSTX.Low_SmoothDer	Derivative of Smoothed
5014	VGSTX.Low_Log	Log of
5021	VGSTX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5022	VGSTX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5023	VGSTX.Close_SmoothDer	Derivative of Smoothed
5024	VGSTX.Close_Log	Log of
5028	VGSTX.Volume_YoY	Year over Year
5029	VGSTX.Volume_YoY4	4 Year over 4 Year
5030	VGSTX.Volume_YoY5	5 Year over 5 Year
5031	VGSTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5032	VGSTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5033	VGSTX.Volume_SmoothDer	Derivative of Smoothed
5034	VGSTX.Volume_Log	Log of
5035	VGSTX.Volume_mva365	365 Day MA
5036	VGSTX.Volume_mva200	200 Day MA
5037	VGSTX.Volume_mva050	50 Day MA
5041	VGSTX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5042	VGSTX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5043	VGSTX.Adjusted_SmoothDer	Derivative of Smoothed
5044	VGSTX.Adjusted_Log	Log of
5045	VGSTX.Adjusted_mva365	365 Day MA
5047	VGSTX.Adjusted_mva050	50 Day MA
5051	VFINX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5052	VFINX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5054	VFINX.Open_Log	Log of
5055	VFINX.Open_mva365	365 Day MA
5061	VFINX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5062	VFINX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5064	VFINX.High_Log	Log of
5065	VFINX.High_mva365	365 Day MA
5071	VFINX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5072	VFINX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5074	VFINX.Low_Log	Log of
5075	VFINX.Low_mva365	365 Day MA
5081	VFINX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5082	VFINX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5084	VFINX.Close_Log	Log of
5085	VFINX.Close_mva365	365 Day MA
5088	VFINX.Volume_YoY	Year over Year
5089	VFINX.Volume_YoY4	4 Year over 4 Year
5090	VFINX.Volume_YoY5	5 Year over 5 Year
5091	VFINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5092	VFINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5093	VFINX.Volume_SmoothDer	Derivative of Smoothed
5094	VFINX.Volume_Log	Log of
5095	VFINX.Volume_mva365	365 Day MA
5096	VFINX.Volume_mva200	200 Day MA
5097	VFINX.Volume_mva050	50 Day MA
5101	VFINX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5102	VFINX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5104	VFINX.Adjusted_Log	Log of
5105	VFINX.Adjusted_mva365	365 Day MA
5115	VOE.Open_mva365	365 Day MA
5125	VOE.High_mva365	365 Day MA
5135	VOE.Low_mva365	365 Day MA
5145	VOE.Close_mva365	365 Day MA
5165	VOE.Adjusted_mva365	365 Day MA
5171	VOT.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5172	VOT.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5174	VOT.Open_Log	Log of
5175	VOT.Open_mva365	365 Day MA
5176	VOT.Open_mva200	200 Day MA
5177	VOT.Open_mva050	50 Day MA
5181	VOT.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5182	VOT.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5184	VOT.High_Log	Log of
5185	VOT.High_mva365	365 Day MA
5186	VOT.High_mva200	200 Day MA
5187	VOT.High_mva050	50 Day MA
5191	VOT.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5192	VOT.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5194	VOT.Low_Log	Log of
5195	VOT.Low_mva365	365 Day MA
5196	VOT.Low_mva200	200 Day MA
5197	VOT.Low_mva050	50 Day MA
5201	VOT.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5202	VOT.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5204	VOT.Close_Log	Log of
5205	VOT.Close_mva365	365 Day MA
5206	VOT.Close_mva200	200 Day MA
5207	VOT.Close_mva050	50 Day MA
5215	VOT.Volume_mva365	365 Day MA
5221	VOT.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5222	VOT.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5224	VOT.Adjusted_Log	Log of
5225	VOT.Adjusted_mva365	365 Day MA
5226	VOT.Adjusted_mva200	200 Day MA
5227	VOT.Adjusted_mva050	50 Day MA
5228	TMFGX.Open_YoY	Year over Year
5234	TMFGX.Open_Log	Log of
5235	TMFGX.Open_mva365	365 Day MA
5236	TMFGX.Open_mva200	200 Day MA
5237	TMFGX.Open_mva050	50 Day MA
5238	TMFGX.High_YoY	Year over Year
5244	TMFGX.High_Log	Log of
5245	TMFGX.High_mva365	365 Day MA
5246	TMFGX.High_mva200	200 Day MA
5247	TMFGX.High_mva050	50 Day MA
5248	TMFGX.Low_YoY	Year over Year
5254	TMFGX.Low_Log	Log of
5255	TMFGX.Low_mva365	365 Day MA
5256	TMFGX.Low_mva200	200 Day MA
5257	TMFGX.Low_mva050	50 Day MA
5258	TMFGX.Close_YoY	Year over Year
5264	TMFGX.Close_Log	Log of
5265	TMFGX.Close_mva365	365 Day MA
5266	TMFGX.Close_mva200	200 Day MA
5267	TMFGX.Close_mva050	50 Day MA
5268	TMFGX.Volume_YoY	Year over Year
5269	TMFGX.Volume_YoY4	4 Year over 4 Year
5270	TMFGX.Volume_YoY5	5 Year over 5 Year
5271	TMFGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5272	TMFGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5273	TMFGX.Volume_SmoothDer	Derivative of Smoothed
5274	TMFGX.Volume_Log	Log of
5275	TMFGX.Volume_mva365	365 Day MA
5276	TMFGX.Volume_mva200	200 Day MA
5277	TMFGX.Volume_mva050	50 Day MA
5278	TMFGX.Adjusted_YoY	Year over Year
5284	TMFGX.Adjusted_Log	Log of
5285	TMFGX.Adjusted_mva365	365 Day MA
5286	TMFGX.Adjusted_mva200	200 Day MA
5287	TMFGX.Adjusted_mva050	50 Day MA
5333	IWM.Volume_SmoothDer	Derivative of Smoothed
5336	IWM.Volume_mva200	200 Day MA
5345	IWM.Adjusted_mva365	365 Day MA
5351	ONEQ.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5352	ONEQ.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5354	ONEQ.Open_Log	Log of
5355	ONEQ.Open_mva365	365 Day MA
5361	ONEQ.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5362	ONEQ.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5364	ONEQ.High_Log	Log of
5365	ONEQ.High_mva365	365 Day MA
5371	ONEQ.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5372	ONEQ.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5374	ONEQ.Low_Log	Log of
5375	ONEQ.Low_mva365	365 Day MA
5381	ONEQ.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5382	ONEQ.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5384	ONEQ.Close_Log	Log of
5385	ONEQ.Close_mva365	365 Day MA
5395	ONEQ.Volume_mva365	365 Day MA
5396	ONEQ.Volume_mva200	200 Day MA
5401	ONEQ.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5402	ONEQ.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5404	ONEQ.Adjusted_Log	Log of
5405	ONEQ.Adjusted_mva365	365 Day MA
5415	FSMAX.Open_mva365	365 Day MA
5425	FSMAX.High_mva365	365 Day MA
5435	FSMAX.Low_mva365	365 Day MA
5445	FSMAX.Close_mva365	365 Day MA
5448	FSMAX.Volume_YoY	Year over Year
5449	FSMAX.Volume_YoY4	4 Year over 4 Year
5450	FSMAX.Volume_YoY5	5 Year over 5 Year
5451	FSMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5452	FSMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5453	FSMAX.Volume_SmoothDer	Derivative of Smoothed
5454	FSMAX.Volume_Log	Log of
5455	FSMAX.Volume_mva365	365 Day MA
5456	FSMAX.Volume_mva200	200 Day MA
5457	FSMAX.Volume_mva050	50 Day MA
5465	FSMAX.Adjusted_mva365	365 Day MA
5471	FXNAX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5473	FXNAX.Open_SmoothDer	Derivative of Smoothed
5475	FXNAX.Open_mva365	365 Day MA
5481	FXNAX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5483	FXNAX.High_SmoothDer	Derivative of Smoothed
5485	FXNAX.High_mva365	365 Day MA
5491	FXNAX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5493	FXNAX.Low_SmoothDer	Derivative of Smoothed
5495	FXNAX.Low_mva365	365 Day MA
5501	FXNAX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5503	FXNAX.Close_SmoothDer	Derivative of Smoothed
5505	FXNAX.Close_mva365	365 Day MA
5508	FXNAX.Volume_YoY	Year over Year
5509	FXNAX.Volume_YoY4	4 Year over 4 Year
5510	FXNAX.Volume_YoY5	5 Year over 5 Year
5511	FXNAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5512	FXNAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5513	FXNAX.Volume_SmoothDer	Derivative of Smoothed
5514	FXNAX.Volume_Log	Log of
5515	FXNAX.Volume_mva365	365 Day MA
5516	FXNAX.Volume_mva200	200 Day MA
5517	FXNAX.Volume_mva050	50 Day MA
5521	FXNAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5522	FXNAX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5523	FXNAX.Adjusted_SmoothDer	Derivative of Smoothed
5525	FXNAX.Adjusted_mva365	365 Day MA
5526	FXNAX.Adjusted_mva200	200 Day MA
5528	HAINX.Open_YoY	Year over Year
5531	HAINX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5532	HAINX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5533	HAINX.Open_SmoothDer	Derivative of Smoothed
5534	HAINX.Open_Log	Log of
5535	HAINX.Open_mva365	365 Day MA
5536	HAINX.Open_mva200	200 Day MA
5537	HAINX.Open_mva050	50 Day MA
5538	HAINX.High_YoY	Year over Year
5541	HAINX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5542	HAINX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5543	HAINX.High_SmoothDer	Derivative of Smoothed
5544	HAINX.High_Log	Log of
5545	HAINX.High_mva365	365 Day MA
5546	HAINX.High_mva200	200 Day MA
5547	HAINX.High_mva050	50 Day MA
5548	HAINX.Low_YoY	Year over Year
5551	HAINX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5552	HAINX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5553	HAINX.Low_SmoothDer	Derivative of Smoothed
5554	HAINX.Low_Log	Log of
5555	HAINX.Low_mva365	365 Day MA
5556	HAINX.Low_mva200	200 Day MA
5557	HAINX.Low_mva050	50 Day MA
5558	HAINX.Close_YoY	Year over Year
5561	HAINX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5562	HAINX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5563	HAINX.Close_SmoothDer	Derivative of Smoothed
5564	HAINX.Close_Log	Log of
5565	HAINX.Close_mva365	365 Day MA
5566	HAINX.Close_mva200	200 Day MA
5567	HAINX.Close_mva050	50 Day MA
5568	HAINX.Volume_YoY	Year over Year
5569	HAINX.Volume_YoY4	4 Year over 4 Year
5570	HAINX.Volume_YoY5	5 Year over 5 Year
5571	HAINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5572	HAINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5573	HAINX.Volume_SmoothDer	Derivative of Smoothed
5574	HAINX.Volume_Log	Log of
5575	HAINX.Volume_mva365	365 Day MA
5576	HAINX.Volume_mva200	200 Day MA
5577	HAINX.Volume_mva050	50 Day MA
5578	HAINX.Adjusted_YoY	Year over Year
5581	HAINX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5582	HAINX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5583	HAINX.Adjusted_SmoothDer	Derivative of Smoothed
5584	HAINX.Adjusted_Log	Log of
5585	HAINX.Adjusted_mva365	365 Day MA
5586	HAINX.Adjusted_mva200	200 Day MA
5587	HAINX.Adjusted_mva050	50 Day MA
5592	HNACX.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5594	HNACX.Open_Log	Log of
5602	HNACX.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5604	HNACX.High_Log	Log of
5612	HNACX.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5614	HNACX.Low_Log	Log of
5622	HNACX.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5624	HNACX.Close_Log	Log of
5628	HNACX.Volume_YoY	Year over Year
5629	HNACX.Volume_YoY4	4 Year over 4 Year
5630	HNACX.Volume_YoY5	5 Year over 5 Year
5631	HNACX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5632	HNACX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5633	HNACX.Volume_SmoothDer	Derivative of Smoothed
5634	HNACX.Volume_Log	Log of
5635	HNACX.Volume_mva365	365 Day MA
5636	HNACX.Volume_mva200	200 Day MA
5637	HNACX.Volume_mva050	50 Day MA
5641	HNACX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5642	HNACX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5644	HNACX.Adjusted_Log	Log of
5645	HNACX.Adjusted_mva365	365 Day MA
5648	VEU.Open_YoY	Year over Year
5649	VEU.Open_YoY4	4 Year over 4 Year
5651	VEU.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5652	VEU.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5653	VEU.Open_SmoothDer	Derivative of Smoothed
5654	VEU.Open_Log	Log of
5655	VEU.Open_mva365	365 Day MA
5656	VEU.Open_mva200	200 Day MA
5657	VEU.Open_mva050	50 Day MA
5658	VEU.High_YoY	Year over Year
5659	VEU.High_YoY4	4 Year over 4 Year
5661	VEU.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5662	VEU.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5663	VEU.High_SmoothDer	Derivative of Smoothed
5664	VEU.High_Log	Log of
5665	VEU.High_mva365	365 Day MA
5666	VEU.High_mva200	200 Day MA
5667	VEU.High_mva050	50 Day MA
5668	VEU.Low_YoY	Year over Year
5669	VEU.Low_YoY4	4 Year over 4 Year
5671	VEU.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5672	VEU.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5673	VEU.Low_SmoothDer	Derivative of Smoothed
5675	VEU.Low_mva365	365 Day MA
5676	VEU.Low_mva200	200 Day MA
5677	VEU.Low_mva050	50 Day MA
5678	VEU.Close_YoY	Year over Year
5679	VEU.Close_YoY4	4 Year over 4 Year
5681	VEU.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5682	VEU.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5683	VEU.Close_SmoothDer	Derivative of Smoothed
5684	VEU.Close_Log	Log of
5685	VEU.Close_mva365	365 Day MA
5686	VEU.Close_mva200	200 Day MA
5687	VEU.Close_mva050	50 Day MA
5695	VEU.Volume_mva365	365 Day MA
5698	VEU.Adjusted_YoY	Year over Year
5699	VEU.Adjusted_YoY4	4 Year over 4 Year
5701	VEU.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5702	VEU.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5703	VEU.Adjusted_SmoothDer	Derivative of Smoothed
5704	VEU.Adjusted_Log	Log of
5705	VEU.Adjusted_mva365	365 Day MA
5706	VEU.Adjusted_mva200	200 Day MA
5707	VEU.Adjusted_mva050	50 Day MA
5748	VEIRX.Volume_YoY	Year over Year
5749	VEIRX.Volume_YoY4	4 Year over 4 Year
5750	VEIRX.Volume_YoY5	5 Year over 5 Year
5751	VEIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5752	VEIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5753	VEIRX.Volume_SmoothDer	Derivative of Smoothed
5754	VEIRX.Volume_Log	Log of
5755	VEIRX.Volume_mva365	365 Day MA
5756	VEIRX.Volume_mva200	200 Day MA
5757	VEIRX.Volume_mva050	50 Day MA
5761	VEIRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5762	VEIRX.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5765	VEIRX.Adjusted_mva365	365 Day MA
5771	BIL.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5773	BIL.Open_SmoothDer	Derivative of Smoothed
5781	BIL.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5783	BIL.High_SmoothDer	Derivative of Smoothed
5791	BIL.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5793	BIL.Low_SmoothDer	Derivative of Smoothed
5801	BIL.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5803	BIL.Close_SmoothDer	Derivative of Smoothed
5815	BIL.Volume_mva365	365 Day MA
5819	BIL.Adjusted_YoY4	4 Year over 4 Year
5820	BIL.Adjusted_YoY5	5 Year over 5 Year
5821	BIL.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5822	BIL.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5824	BIL.Adjusted_Log	Log of
5825	BIL.Adjusted_mva365	365 Day MA
5826	BIL.Adjusted_mva200	200 Day MA
5827	BIL.Adjusted_mva050	50 Day MA
5874	IVOO.Volume_Log	Log of
5875	IVOO.Volume_mva365	365 Day MA
5885	IVOO.Adjusted_mva365	365 Day MA
5891	VO.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5892	VO.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5894	VO.Open_Log	Log of
5895	VO.Open_mva365	365 Day MA
5901	VO.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5902	VO.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5904	VO.High_Log	Log of
5905	VO.High_mva365	365 Day MA
5911	VO.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5912	VO.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5914	VO.Low_Log	Log of
5915	VO.Low_mva365	365 Day MA
5921	VO.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5922	VO.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5924	VO.Close_Log	Log of
5925	VO.Close_mva365	365 Day MA
5934	VO.Volume_Log	Log of
5935	VO.Volume_mva365	365 Day MA
5941	VO.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5942	VO.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5944	VO.Adjusted_Log	Log of
5945	VO.Adjusted_mva365	365 Day MA
5955	CZA.Open_mva365	365 Day MA
5965	CZA.High_mva365	365 Day MA
5975	CZA.Low_mva365	365 Day MA
5985	CZA.Close_mva365	365 Day MA
5994	CZA.Volume_Log	Log of
6005	CZA.Adjusted_mva365	365 Day MA
6015	VYM.Open_mva365	365 Day MA
6025	VYM.High_mva365	365 Day MA
6035	VYM.Low_mva365	365 Day MA
6045	VYM.Close_mva365	365 Day MA
6055	VYM.Volume_mva365	365 Day MA
6061	VYM.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6062	VYM.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6065	VYM.Adjusted_mva365	365 Day MA
6071	ACWI.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6072	ACWI.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6073	ACWI.Open_SmoothDer	Derivative of Smoothed
6074	ACWI.Open_Log	Log of
6075	ACWI.Open_mva365	365 Day MA
6077	ACWI.Open_mva050	50 Day MA
6081	ACWI.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6082	ACWI.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6083	ACWI.High_SmoothDer	Derivative of Smoothed
6084	ACWI.High_Log	Log of
6085	ACWI.High_mva365	365 Day MA
6086	ACWI.High_mva200	200 Day MA
6087	ACWI.High_mva050	50 Day MA
6091	ACWI.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6092	ACWI.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6093	ACWI.Low_SmoothDer	Derivative of Smoothed
6094	ACWI.Low_Log	Log of
6095	ACWI.Low_mva365	365 Day MA
6097	ACWI.Low_mva050	50 Day MA
6101	ACWI.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6102	ACWI.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6103	ACWI.Close_SmoothDer	Derivative of Smoothed
6104	ACWI.Close_Log	Log of
6105	ACWI.Close_mva365	365 Day MA
6107	ACWI.Close_mva050	50 Day MA
6121	ACWI.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6122	ACWI.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6123	ACWI.Adjusted_SmoothDer	Derivative of Smoothed
6124	ACWI.Adjusted_Log	Log of
6125	ACWI.Adjusted_mva365	365 Day MA
6126	ACWI.Adjusted_mva200	200 Day MA
6127	ACWI.Adjusted_mva050	50 Day MA
6128	SLY.Open_YoY	Year over Year
6134	SLY.Open_Log	Log of
6135	SLY.Open_mva365	365 Day MA
6136	SLY.Open_mva200	200 Day MA
6137	SLY.Open_mva050	50 Day MA
6138	SLY.High_YoY	Year over Year
6144	SLY.High_Log	Log of
6145	SLY.High_mva365	365 Day MA
6146	SLY.High_mva200	200 Day MA
6147	SLY.High_mva050	50 Day MA
6148	SLY.Low_YoY	Year over Year
6154	SLY.Low_Log	Log of
6155	SLY.Low_mva365	365 Day MA
6156	SLY.Low_mva200	200 Day MA
6157	SLY.Low_mva050	50 Day MA
6158	SLY.Close_YoY	Year over Year
6164	SLY.Close_Log	Log of
6165	SLY.Close_mva365	365 Day MA
6166	SLY.Close_mva200	200 Day MA
6167	SLY.Close_mva050	50 Day MA
6168	SLY.Volume_YoY	Year over Year
6174	SLY.Volume_Log	Log of
6175	SLY.Volume_mva365	365 Day MA
6176	SLY.Volume_mva200	200 Day MA
6177	SLY.Volume_mva050	50 Day MA
6178	SLY.Adjusted_YoY	Year over Year
6184	SLY.Adjusted_Log	Log of
6185	SLY.Adjusted_mva365	365 Day MA
6186	SLY.Adjusted_mva200	200 Day MA
6187	SLY.Adjusted_mva050	50 Day MA
6191	QQQ.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6192	QQQ.Open_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6194	QQQ.Open_Log	Log of
6195	QQQ.Open_mva365	365 Day MA
6201	QQQ.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6202	QQQ.High_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6204	QQQ.High_Log	Log of
6205	QQQ.High_mva365	365 Day MA
6206	QQQ.High_mva200	200 Day MA
6211	QQQ.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6212	QQQ.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6214	QQQ.Low_Log	Log of
6215	QQQ.Low_mva365	365 Day MA
6221	QQQ.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6222	QQQ.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6224	QQQ.Close_Log	Log of
6225	QQQ.Close_mva365	365 Day MA
6233	QQQ.Volume_SmoothDer	Derivative of Smoothed
6235	QQQ.Volume_mva365	365 Day MA
6236	QQQ.Volume_mva200	200 Day MA
6241	QQQ.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6242	QQQ.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6244	QQQ.Adjusted_Log	Log of
6245	QQQ.Adjusted_mva365	365 Day MA
6246	QQQ.Adjusted_mva200	200 Day MA
6247	QQQ.Adjusted_mva050	50 Day MA
6294	HYMB.Volume_Log	Log of
6296	HYMB.Volume_mva200	200 Day MA
6305	HYMB.Adjusted_mva365	365 Day MA
6311	GOLD.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6313	GOLD.Open_SmoothDer	Derivative of Smoothed
6315	GOLD.Open_mva365	365 Day MA
6317	GOLD.Open_mva050	50 Day MA
6321	GOLD.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6323	GOLD.High_SmoothDer	Derivative of Smoothed
6325	GOLD.High_mva365	365 Day MA
6327	GOLD.High_mva050	50 Day MA
6331	GOLD.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6333	GOLD.Low_SmoothDer	Derivative of Smoothed
6335	GOLD.Low_mva365	365 Day MA
6337	GOLD.Low_mva050	50 Day MA
6341	GOLD.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6343	GOLD.Close_SmoothDer	Derivative of Smoothed
6345	GOLD.Close_mva365	365 Day MA
6347	GOLD.Close_mva050	50 Day MA
6354	GOLD.Volume_Log	Log of
6361	GOLD.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6363	GOLD.Adjusted_SmoothDer	Derivative of Smoothed
6365	GOLD.Adjusted_mva365	365 Day MA
6367	GOLD.Adjusted_mva050	50 Day MA
6374	BKR.Open_Log	Log of
6375	BKR.Open_mva365	365 Day MA
6385	BKR.High_mva365	365 Day MA
6395	BKR.Low_mva365	365 Day MA
6405	BKR.Close_mva365	365 Day MA
6414	BKR.Volume_Log	Log of
6415	BKR.Volume_mva365	365 Day MA
6416	BKR.Volume_mva200	200 Day MA
6425	BKR.Adjusted_mva365	365 Day MA
6475	SLB.Volume_mva365	365 Day MA
6476	SLB.Volume_mva200	200 Day MA
6493	HAL.Open_SmoothDer	Derivative of Smoothed
6494	HAL.Open_Log	Log of
6503	HAL.High_SmoothDer	Derivative of Smoothed
6513	HAL.Low_SmoothDer	Derivative of Smoothed
6523	HAL.Close_SmoothDer	Derivative of Smoothed
6531	HAL.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6533	HAL.Volume_SmoothDer	Derivative of Smoothed
6534	HAL.Volume_Log	Log of
6536	HAL.Volume_mva200	200 Day MA
6543	HAL.Adjusted_SmoothDer	Derivative of Smoothed
6554	IP.Open_Log	Log of
6555	IP.Open_mva365	365 Day MA
6565	IP.High_mva365	365 Day MA
6575	IP.Low_mva365	365 Day MA
6585	IP.Close_mva365	365 Day MA
6605	IP.Adjusted_mva365	365 Day MA
6615	PKG.Open_mva365	365 Day MA
6625	PKG.High_mva365	365 Day MA
6635	PKG.Low_mva365	365 Day MA
6645	PKG.Close_mva365	365 Day MA
6665	PKG.Adjusted_mva365	365 Day MA
6715	UPS.Volume_mva365	365 Day MA
6771	FDX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6772	FDX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6773	FDX.Volume_SmoothDer	Derivative of Smoothed
6791	T.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6794	T.Open_Log	Log of
6795	T.Open_mva365	365 Day MA
6796	T.Open_mva200	200 Day MA
6801	T.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6805	T.High_mva365	365 Day MA
6806	T.High_mva200	200 Day MA
6811	T.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6815	T.Low_mva365	365 Day MA
6816	T.Low_mva200	200 Day MA
6817	T.Low_mva050	50 Day MA
6821	T.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6825	T.Close_mva365	365 Day MA
6826	T.Close_mva200	200 Day MA
6827	T.Close_mva050	50 Day MA
6841	T.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6845	T.Adjusted_mva365	365 Day MA
6846	T.Adjusted_mva200	200 Day MA
6847	T.Adjusted_mva050	50 Day MA
6851	VZ.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6853	VZ.Open_SmoothDer	Derivative of Smoothed
6855	VZ.Open_mva365	365 Day MA
6861	VZ.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6863	VZ.High_SmoothDer	Derivative of Smoothed
6865	VZ.High_mva365	365 Day MA
6871	VZ.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6873	VZ.Low_SmoothDer	Derivative of Smoothed
6875	VZ.Low_mva365	365 Day MA
6881	VZ.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6883	VZ.Close_SmoothDer	Derivative of Smoothed
6885	VZ.Close_mva365	365 Day MA
6901	VZ.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6903	VZ.Adjusted_SmoothDer	Derivative of Smoothed
6905	VZ.Adjusted_mva365	365 Day MA
6906	VZ.Adjusted_mva200	200 Day MA
6908	PETA103600001M_YoY	U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
6909	PETA103600001M_YoY4	U.S. Total Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6914	PETA103600001M_Log	Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
6915	PETA103600001M_mva365	U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6916	PETA103600001M_mva200	U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6917	PETA103600001M_mva050	U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6918	PETA123600001M_YoY	U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
6919	PETA123600001M_YoY4	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6924	PETA123600001M_Log	Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
6925	PETA123600001M_mva365	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6926	PETA123600001M_mva200	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6927	PETA123600001M_mva050	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6928	PETA143B00001M_YoY	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
6929	PETA143B00001M_YoY4	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6930	PETA143B00001M_YoY5	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6934	PETA143B00001M_Log	Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
6935	PETA143B00001M_mva365	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6936	PETA143B00001M_mva200	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6937	PETA143B00001M_mva050	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6938	PETA133B00001M_YoY	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
6944	PETA133B00001M_Log	Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
6945	PETA133B00001M_mva365	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
6946	PETA133B00001M_mva200	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
6947	PETA133B00001M_mva050	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
6948	TOTALOGNRPUSM_YoY	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly Year over Year
6950	TOTALOGNRPUSM_YoY5	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
6960	TOTALPANRPUSM_YoY5	Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6970	TOTALNGNRPUSM_YoY5	Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6971	TOTALNGNRPUSM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Natural Gas Rotary Rigs in Operation, Monthly
6974	TOTALNGNRPUSM_Log	Log of Natural Gas Rotary Rigs in Operation, Monthly
6976	TOTALNGNRPUSM_mva200	Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
6977	TOTALNGNRPUSM_mva050	Natural Gas Rotary Rigs in Operation, Monthly 50 Day MA
6978	BKRTotal_YoY	Total Rig Count Year over Year
6980	BKRTotal_YoY5	Total Rig Count 5 Year over 5 Year
6984	BKRTotal_Log	Log of Total Rig Count
6985	BKRTotal_mva365	Total Rig Count 365 Day MA
6986	BKRTotal_mva200	Total Rig Count 200 Day MA
6987	BKRTotal_mva050	Total Rig Count 50 Day MA
6988	BKRGas_YoY	Gas Rig Count Year over Year
6994	BKRGas_Log	Log of Gas Rig Count
6995	BKRGas_mva365	Gas Rig Count 365 Day MA
6996	BKRGas_mva200	Gas Rig Count 200 Day MA
6997	BKRGas_mva050	Gas Rig Count 50 Day MA
6998	BKROil_YoY	Oil Rig Count Year over Year
7000	BKROil_YoY5	Oil Rig Count 5 Year over 5 Year
7004	BKROil_Log	Log of Oil Rig Count
7005	BKROil_mva365	Oil Rig Count 365 Day MA
7006	BKROil_mva200	Oil Rig Count 200 Day MA
7007	BKROil_mva050	Oil Rig Count 50 Day MA
7008	FARMINCOME_YoY	Net Farm Income Year over Year
7009	FARMINCOME_YoY4	Net Farm Income 4 Year over 4 Year
7010	FARMINCOME_YoY5	Net Farm Income 5 Year over 5 Year
7014	FARMINCOME_Log	Log of Net Farm Income
7015	FARMINCOME_mva365	Net Farm Income 365 Day MA
7016	FARMINCOME_mva200	Net Farm Income 200 Day MA
7017	FARMINCOME_mva050	Net Farm Income 50 Day MA
7018	OPEARNINGSPERSHARE_YoY	Operating Earnings per Share Year over Year
7024	OPEARNINGSPERSHARE_Log	Log of Operating Earnings per Share
7025	OPEARNINGSPERSHARE_mva365	Operating Earnings per Share 365 Day MA
7026	OPEARNINGSPERSHARE_mva200	Operating Earnings per Share 200 Day MA
7027	OPEARNINGSPERSHARE_mva050	Operating Earnings per Share 50 Day MA
7028	AREARNINGSPERSHARE_YoY	As-Reported Earnings per Share Year over Year
7034	AREARNINGSPERSHARE_Log	Log of As-Reported Earnings per Share
7035	AREARNINGSPERSHARE_mva365	As-Reported Earnings per Share 365 Day MA
7036	AREARNINGSPERSHARE_mva200	As-Reported Earnings per Share 200 Day MA
7037	AREARNINGSPERSHARE_mva050	As-Reported Earnings per Share 50 Day MA
7038	CASHDIVIDENDSPERSHR_YoY	Cash Dividends per Share Year over Year
7039	CASHDIVIDENDSPERSHR_YoY4	Cash Dividends per Share 4 Year over 4 Year
7040	CASHDIVIDENDSPERSHR_YoY5	Cash Dividends per Share 5 Year over 5 Year
7044	CASHDIVIDENDSPERSHR_Log	Log of Cash Dividends per Share
7045	CASHDIVIDENDSPERSHR_mva365	Cash Dividends per Share 365 Day MA
7046	CASHDIVIDENDSPERSHR_mva200	Cash Dividends per Share 200 Day MA
7047	CASHDIVIDENDSPERSHR_mva050	Cash Dividends per Share 50 Day MA
7048	SALESPERSHR_YoY	Sales per Share Year over Year
7050	SALESPERSHR_YoY5	Sales per Share 5 Year over 5 Year
7054	SALESPERSHR_Log	Log of Sales per Share
7055	SALESPERSHR_mva365	Sales per Share 365 Day MA
7056	SALESPERSHR_mva200	Sales per Share 200 Day MA
7057	SALESPERSHR_mva050	Sales per Share 50 Day MA
7058	BOOKVALPERSHR_YoY	Book value per Share Year over Year
7064	BOOKVALPERSHR_Log	Log of Book value per Share
7065	BOOKVALPERSHR_mva365	Book value per Share 365 Day MA
7066	BOOKVALPERSHR_mva200	Book value per Share 200 Day MA
7067	BOOKVALPERSHR_mva050	Book value per Share 50 Day MA
7068	CAPEXPERSHR_YoY	Cap ex per Share Year over Year
7070	CAPEXPERSHR_YoY5	Cap ex per Share 5 Year over 5 Year
7074	CAPEXPERSHR_Log	Log of Cap ex per Share
7075	CAPEXPERSHR_mva365	Cap ex per Share 365 Day MA
7076	CAPEXPERSHR_mva200	Cap ex per Share 200 Day MA
7077	CAPEXPERSHR_mva050	Cap ex per Share 50 Day MA
7078	PRICE_YoY	Price Year over Year
7084	PRICE_Log	Log of Price
7085	PRICE_mva365	Price 365 Day MA
7086	PRICE_mva200	Price 200 Day MA
7087	PRICE_mva050	Price 50 Day MA
7088	OPEARNINGSTTM_YoY	TTM Operating Earnings Year over Year
7090	OPEARNINGSTTM_YoY5	TTM Operating Earnings 5 Year over 5 Year
7094	OPEARNINGSTTM_Log	Log of TTM Operating Earnings
7095	OPEARNINGSTTM_mva365	TTM Operating Earnings 365 Day MA
7096	OPEARNINGSTTM_mva200	TTM Operating Earnings 200 Day MA
7097	OPEARNINGSTTM_mva050	TTM Operating Earnings 50 Day MA
7098	AREARNINGSTTM_YoY	TTM Reported Earnings Year over Year
7100	AREARNINGSTTM_YoY5	TTM Reported Earnings 5 Year over 5 Year
7104	AREARNINGSTTM_Log	Log of TTM Reported Earnings
7105	AREARNINGSTTM_mva365	TTM Reported Earnings 365 Day MA
7106	AREARNINGSTTM_mva200	TTM Reported Earnings 200 Day MA
7107	AREARNINGSTTM_mva050	TTM Reported Earnings 50 Day MA
7108	FINRAMarginDebt_YoY	Margin Debt Year over Year
7114	FINRAMarginDebt_Log	Log of Margin Debt
7115	FINRAMarginDebt_mva365	Margin Debt 365 Day MA
7116	FINRAMarginDebt_mva200	Margin Debt 200 Day MA
7117	FINRAMarginDebt_mva050	Margin Debt 50 Day MA
7118	FINRAFreeCreditMargin_YoY	Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7124	FINRAFreeCreditMargin_Log	Log of Free Credit Balances in Customers’ Securities Margin Accounts
7125	FINRAFreeCreditMargin_mva365	Free Credit Balances in Customers’ Securities Margin Accounts 365 Day MA
7126	FINRAFreeCreditMargin_mva200	Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7127	FINRAFreeCreditMargin_mva050	Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7128	OCCEquityVolume_YoY	Equity Options Volume Year over Year
7129	OCCEquityVolume_YoY4	Equity Options Volume 4 Year over 4 Year
7130	OCCEquityVolume_YoY5	Equity Options Volume 5 Year over 5 Year
7134	OCCEquityVolume_Log	Log of Equity Options Volume
7135	OCCEquityVolume_mva365	Equity Options Volume 365 Day MA
7136	OCCEquityVolume_mva200	Equity Options Volume 200 Day MA
7137	OCCEquityVolume_mva050	Equity Options Volume 50 Day MA
7138	OCCNonEquityVolume_YoY	Non-Equity Options Volume Year over Year
7139	OCCNonEquityVolume_YoY4	Non-Equity Options Volume 4 Year over 4 Year
7140	OCCNonEquityVolume_YoY5	Non-Equity Options Volume 5 Year over 5 Year
7144	OCCNonEquityVolume_Log	Log of Non-Equity Options Volume
7145	OCCNonEquityVolume_mva365	Non-Equity Options Volume 365 Day MA
7146	OCCNonEquityVolume_mva200	Non-Equity Options Volume 200 Day MA
7147	OCCNonEquityVolume_mva050	Non-Equity Options Volume 50 Day MA
7155	RSALESAGG_mva365	Real Retail and Food Services Sales (RRSFS and RSALES) 365 Day MA
7158	BUSLOANS.minus.BUSLOANSNSA_YoY	Business Loans (Montlhy) SA - NSA Year over Year
7164	BUSLOANS.minus.BUSLOANSNSA_Log	Log of Business Loans (Montlhy) SA - NSA
7168	BUSLOANS.minus.BUSLOANSNSA.by.GDP_YoY	Business Loans (Montlhy) SA - NSA divided by GDP Year over Year
7174	BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log	Log of Business Loans (Montlhy) SA - NSA divided by GDP
7178	BUSLOANS.by.GDP_YoY	Business Loans Normalized by GDP Year over Year
7179	BUSLOANS.by.GDP_YoY4	Business Loans Normalized by GDP 4 Year over 4 Year
7181	BUSLOANS.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7183	BUSLOANS.by.GDP_SmoothDer	Derivative of Smoothed Business Loans Normalized by GDP
7184	BUSLOANS.by.GDP_Log	Log of Business Loans Normalized by GDP
7187	BUSLOANS.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7195	BUSLOANS.INTEREST_mva365	Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7196	BUSLOANS.INTEREST_mva200	Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7206	BUSLOANS.INTEREST.by.GDP_mva200	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7208	BUSLOANSNSA.by.GDP_YoY	Business Loans Normalized by GDP Year over Year
7209	BUSLOANSNSA.by.GDP_YoY4	Business Loans Normalized by GDP 4 Year over 4 Year
7211	BUSLOANSNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7213	BUSLOANSNSA.by.GDP_SmoothDer	Derivative of Smoothed Business Loans Normalized by GDP
7214	BUSLOANSNSA.by.GDP_Log	Log of Business Loans Normalized by GDP
7216	BUSLOANSNSA.by.GDP_mva200	Business Loans Normalized by GDP 200 Day MA
7217	BUSLOANSNSA.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7219	TOTCI.by.GDP_YoY4	Business Loans (Weekly, SA) Normalized by GDP 4 Year over 4 Year
7221	TOTCI.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7223	TOTCI.by.GDP_SmoothDer	Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
7224	TOTCI.by.GDP_Log	Log of Business Loans (Weekly, SA) Normalized by GDP
7227	TOTCI.by.GDP_mva050	Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7229	TOTCINSA.by.GDP_YoY4	Business Loans (Weekly, NSA) Normalized by GDP 4 Year over 4 Year
7231	TOTCINSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7233	TOTCINSA.by.GDP_SmoothDer	Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7234	TOTCINSA.by.GDP_Log	Log of Business Loans (Weekly, NSA) Normalized by GDP
7236	TOTCINSA.by.GDP_mva200	Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7237	TOTCINSA.by.GDP_mva050	Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7245	TOTCINSA.INTEREST_mva365	Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7246	TOTCINSA.INTEREST_mva200	Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7256	TOTCINSA.INTEREST.by.GDP_mva200	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7258	W875RX1.by.GDP_YoY	Real Personal Income Normalized by GDP Year over Year
7259	W875RX1.by.GDP_YoY4	Real Personal Income Normalized by GDP 4 Year over 4 Year
7260	W875RX1.by.GDP_YoY5	Real Personal Income Normalized by GDP 5 Year over 5 Year
7261	W875RX1.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7263	W875RX1.by.GDP_SmoothDer	Derivative of Smoothed Real Personal Income Normalized by GDP
7268	A065RC1A027NBEA.by.GDP_YoY	Personal Income (NSA) Normalized by GDP Year over Year
7269	A065RC1A027NBEA.by.GDP_YoY4	Personal Income (NSA) Normalized by GDP 4 Year over 4 Year
7273	A065RC1A027NBEA.by.GDP_SmoothDer	Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7278	PI.by.GDP_YoY	Personal Income (SA) Normalized by GDP Year over Year
7285	PI.by.GDP_mva365	Personal Income (SA) Normalized by GDP 365 Day MA
7286	PI.by.GDP_mva200	Personal Income (SA) Normalized by GDP 200 Day MA
7291	A053RC1Q027SBEA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7295	A053RC1Q027SBEA.by.GDP_mva365	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7305	CPROFIT.by.GDP_mva365	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 365 Day MA
7310	CONSUMERNSA.by.GDP_YoY5	Consumer Loans Not Seasonally Adjusted divided by GDP 5 Year over 5 Year
7311	CONSUMERNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
7313	CONSUMERNSA.by.GDP_SmoothDer	Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7318	RREACBM027NBOG.by.GDP_YoY	Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7319	RREACBM027NBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7321	RREACBM027NBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP
7323	RREACBM027NBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7324	RREACBM027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7327	RREACBM027NBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7328	RREACBM027SBOG.by.GDP_YoY	Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7329	RREACBM027SBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7330	RREACBM027SBOG.by.GDP_YoY5	Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7331	RREACBM027SBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7333	RREACBM027SBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7334	RREACBM027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7336	RREACBM027SBOG.by.GDP_mva200	Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7337	RREACBM027SBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7338	RREACBW027SBOG.by.GDP_YoY	Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year
7340	RREACBW027SBOG.by.GDP_YoY5	Residental Real Estate Loans (Weekly, SA) divided by GDP 5 Year over 5 Year
7341	RREACBW027SBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7343	RREACBW027SBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7344	RREACBW027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7346	RREACBW027SBOG.by.GDP_mva200	Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7347	RREACBW027SBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7350	RREACBW027NBOG.by.GDP_YoY5	Residental Real Estate Loans (Weekly, NSA) divided by GDP 5 Year over 5 Year
7351	RREACBW027NBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7353	RREACBW027NBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7354	RREACBW027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7357	RREACBW027NBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7358	UMDMNO.by.GDP_YoY	Durable Goods (Monthly, NSA) divided by GDP Year over Year
7359	UMDMNO.by.GDP_YoY4	Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7361	UMDMNO.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7363	UMDMNO.by.GDP_SmoothDer	Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7364	UMDMNO.by.GDP_Log	Log of Durable Goods (Monthly, NSA) divided by GDP
7365	UMDMNO.by.GDP_mva365	Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7366	UMDMNO.by.GDP_mva200	Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7367	UMDMNO.by.GDP_mva050	Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7371	DGORDER.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7373	DGORDER.by.GDP_SmoothDer	Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7374	DGORDER.by.GDP_Log	Log of Durable Goods (Monthly, NSA) divided by GDP
7375	DGORDER.by.GDP_mva365	Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7376	DGORDER.by.GDP_mva200	Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7377	DGORDER.by.GDP_mva050	Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7378	ASHMA.by.GDP_YoY	Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7383	ASHMA.by.GDP_SmoothDer	Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
7396	ASHMA.INTEREST_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7400	ASHMA.INTEREST.by.GDP_YoY5	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 5 Year over 5 Year
7403	ASHMA.INTEREST.by.GDP_SmoothDer	Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7406	ASHMA.INTEREST.by.GDP_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7410	CONSUMERNSA.INTEREST_YoY5	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 5 Year over 5 Year
7420	CONSUMERNSA.INTEREST.by.GDP_YoY5	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 5 Year over 5 Year
7423	CONSUMERNSA.INTEREST.by.GDP_SmoothDer	Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7431	TOTLNNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7433	TOTLNNSA_SmoothDer	Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7434	TOTLNNSA_Log	Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7435	TOTLNNSA_mva365	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7436	TOTLNNSA_mva200	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7437	TOTLNNSA_mva050	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7438	TOTLNNSA.by.GDP_YoY	Total Loans Not Seasonally Adjusted divided by GDP Year over Year
7439	TOTLNNSA.by.GDP_YoY4	Total Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7441	TOTLNNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7443	TOTLNNSA.by.GDP_SmoothDer	Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
7444	TOTLNNSA.by.GDP_Log	Log of Total Loans Not Seasonally Adjusted divided by GDP
7447	TOTLNNSA.by.GDP_mva050	Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7456	TOTLNNSA.INTEREST_mva200	Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7466	TOTLNNSA.INTEREST.by.GDP_mva200	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7468	WRESBAL.by.GDP_YoY	Reserve Balances with Federal Reserve Banks Divided by GDP Year over Year
7476	WRESBAL.by.GDP_mva200	Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA
7478	EXCSRESNW.by.GDP_YoY	Excess Reserves of Depository Institutions Divided by GDP Year over Year
7479	EXCSRESNW.by.GDP_YoY4	Excess Reserves of Depository Institutions Divided by GDP 4 Year over 4 Year
7483	EXCSRESNW.by.GDP_SmoothDer	Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7491	WLRRAL.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7493	WLRRAL.by.GDP_SmoothDer	Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7514	EXPCH.minus.IMPCH_Log	Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7515	EXPCH.minus.IMPCH_mva365	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 365 Day MA
7516	EXPCH.minus.IMPCH_mva200	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7517	EXPCH.minus.IMPCH_mva050	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7521	EXPMX.minus.IMPMX_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
7523	EXPMX.minus.IMPMX_SmoothDer	Derivative of Smoothed
7524	EXPMX.minus.IMPMX_Log	Log of
7527	EXPMX.minus.IMPMX_mva050	50 Day MA
7534	SRPSABSNNCB.by.GDP_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7535	SRPSABSNNCB.by.GDP_mva365	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 365 Day MA
7536	SRPSABSNNCB.by.GDP_mva200	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA
7537	SRPSABSNNCB.by.GDP_mva050	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA
7538	ASTLL.by.GDP_YoY	All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7539	ASTLL.by.GDP_YoY4	All sectors; total loans; liability, Level (NSA) Divided by GDP 4 Year over 4 Year
7543	ASTLL.by.GDP_SmoothDer	Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
7548	ASFMA.by.GDP_YoY	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7554	ASFMA.by.GDP_Log	Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7556	ASFMA.by.GDP_mva200	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA
7557	ASFMA.by.GDP_mva050	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA
7564	ASFMA.by.ASTLL_Log	Log of All sectors; total loans Divided by farm mortgages
7565	ASFMA.by.ASTLL_mva365	All sectors; total loans Divided by farm mortgages 365 Day MA
7566	ASFMA.by.ASTLL_mva200	All sectors; total loans Divided by farm mortgages 200 Day MA
7567	ASFMA.by.ASTLL_mva050	All sectors; total loans Divided by farm mortgages 50 Day MA
7576	ASFMA.INTEREST_mva200	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7580	ASFMA.INTEREST.by.GDP_YoY5	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 5 Year over 5 Year
7583	ASFMA.INTEREST.by.GDP_SmoothDer	Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7586	ASFMA.INTEREST.by.GDP_mva200	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7588	FARMINCOME.by.GDP_YoY	Farm Income (Annual, NSA) Divided by GDP Year over Year
7589	FARMINCOME.by.GDP_YoY4	Farm Income (Annual, NSA) Divided by GDP 4 Year over 4 Year
7593	FARMINCOME.by.GDP_SmoothDer	Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7598	BOGMBASE.by.GDP_YoY	BOGMBASE Divided by GDP Year over Year
7608	WALCL.by.GDP_YoY	All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7613	WALCL.by.GDP_SmoothDer	Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
7618	ECBASSETS.by.EUNNGDP_YoY	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7619	ECBASSETS.by.EUNNGDP_YoY4	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 4 Year over 4 Year
7623	ECBASSETS.by.EUNNGDP_SmoothDer	Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7629	DGS30TO10_YoY4	Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 4 Year over 4 Year
7631	DGS30TO10_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7632	DGS30TO10_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7633	DGS30TO10_SmoothDer	Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7634	DGS30TO10_Log	Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7635	DGS30TO10_mva365	Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 365 Day MA
7636	DGS30TO10_mva200	Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA
7637	DGS30TO10_mva050	Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA
7644	DGS10TO1_Log	Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7645	DGS10TO1_mva365	Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 365 Day MA
7646	DGS10TO1_mva200	Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7651	DGS10TO2_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7654	DGS10TO2_Log	Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7655	DGS10TO2_mva365	Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 365 Day MA
7656	DGS10TO2_mva200	Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA
7664	DGS10TOTB3MS_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7665	DGS10TOTB3MS_mva365	Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 365 Day MA
7666	DGS10TOTB3MS_mva200	Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7674	DGS10TODTB3_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7675	DGS10TODTB3_mva365	Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 365 Day MA
7676	DGS10TODTB3_mva200	Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7681	DGS10ByAAA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
7683	DGS10ByAAA_SmoothDer	Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7685	DGS10ByAAA_mva365	AAA ratio to 10 year treasury (AAA/DGS10) 365 Day MA
7686	DGS10ByAAA_mva200	AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA
7696	LNU03000000BYPOPTHM_mva200	Unemployment level (NSA) / Population 200 Day MA
7699	UNEMPLOYBYPOPTHM_YoY4	Unemployment level, seasonally adjusted / Population 4 Year over 4 Year
7701	UNEMPLOYBYPOPTHM_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population
7703	UNEMPLOYBYPOPTHM_SmoothDer	Derivative of Smoothed Unemployment level, seasonally adjusted / Population
7704	UNEMPLOYBYPOPTHM_Log	Log of Unemployment level, seasonally adjusted / Population
7705	UNEMPLOYBYPOPTHM_mva365	Unemployment level, seasonally adjusted / Population 365 Day MA
7706	UNEMPLOYBYPOPTHM_mva200	Unemployment level, seasonally adjusted / Population 200 Day MA
7707	UNEMPLOYBYPOPTHM_mva050	Unemployment level, seasonally adjusted / Population 50 Day MA
7708	NPPTTLBYPOPTHM_YoY	ADP Private Employment / Population Year over Year
7713	NPPTTLBYPOPTHM_SmoothDer	Derivative of Smoothed ADP Private Employment / Population
7719	U6toU3_YoY4	U6RATE minums UNRATE 4 Year over 4 Year
7725	U6toU3_mva365	U6RATE minums UNRATE 365 Day MA
7726	U6toU3_mva200	U6RATE minums UNRATE 200 Day MA
7733	DCOILBRENTEU.by.PPIACO_SmoothDer	Derivative of Smoothed Crude Oil - Brent, $/bbl, Normalized by producer price index c.o.
7743	DCOILWTICO.by.PPIACO_SmoothDer	Derivative of Smoothed Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7744	DCOILWTICO.by.PPIACO_Log	Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7751	GDP.by.GDPDEF_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Nominal GDP Normalized by GDP def
7755	GDP.by.GDPDEF_mva365	Nominal GDP Normalized by GDP def 365 Day MA
7763	GSG.Close.by.GDPDEF_SmoothDer	Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by GDP def
7766	GSG.Close.by.GDPDEF_mva200	GSCI Commodity-Indexed Trust, Normalized by GDP def 200 Day MA
7773	GSG.Close.by.GSPC.Close_SmoothDer	Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by S&P 500
7776	GSG.Close.by.GSPC.Close_mva200	GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA
7785	GDPBYPOPTHM_mva365	GDP/Population 365 Day MA
7786	GDPBYPOPTHM_mva200	GDP/Population 200 Day MA
7811	GSPC.CloseBYMDY.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
7812	GSPC.CloseBYMDY.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) GSPC by MDY
7813	GSPC.CloseBYMDY.Close_SmoothDer	Derivative of Smoothed GSPC by MDY
7815	GSPC.CloseBYMDY.Close_mva365	GSPC by MDY 365 Day MA
7816	GSPC.CloseBYMDY.Close_mva200	GSPC by MDY 200 Day MA
7817	GSPC.CloseBYMDY.Close_mva050	GSPC by MDY 50 Day MA
7821	QQQ.CloseBYMDY.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
7822	QQQ.CloseBYMDY.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) QQQ by MDY
7823	QQQ.CloseBYMDY.Close_SmoothDer	Derivative of Smoothed QQQ by MDY
7825	QQQ.CloseBYMDY.Close_mva365	QQQ by MDY 365 Day MA
7826	QQQ.CloseBYMDY.Close_mva200	QQQ by MDY 200 Day MA
7827	QQQ.CloseBYMDY.Close_mva050	QQQ by MDY 50 Day MA
7834	GSPC.DailySwing_Log	Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7835	GSPC.DailySwing_mva365	S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
7836	GSPC.DailySwing_mva200	S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 200 Day MA
7841	GSPC.Open.by.GDPDEF_Smooth	Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Open divided by GDP deflator
7842	GSPC.Open.by.GDPDEF_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Open divided by GDP deflator
7844	GSPC.Open.by.GDPDEF_Log	Log of S&P 500 (^GSPC) Open divided by GDP deflator
7845	GSPC.Open.by.GDPDEF_mva365	S&P 500 (^GSPC) Open divided by GDP deflator 365 Day MA
7851	GSPC.Close.by.GDPDEF_Smooth	Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Close divided by GDP deflator
7852	GSPC.Close.by.GDPDEF_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Close divided by GDP deflator
7854	GSPC.Close.by.GDPDEF_Log	Log of S&P 500 (^GSPC) Close divided by GDP deflator
7855	GSPC.Close.by.GDPDEF_mva365	S&P 500 (^GSPC) Close divided by GDP deflator 365 Day MA
7860	HNFSUSNSA.minus.HSN1FNSA_YoY5	Houses for sale - houses sold 5 Year over 5 Year
7861	HNFSUSNSA.minus.HSN1FNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Houses for sale - houses sold
7864	HNFSUSNSA.minus.HSN1FNSA_Log	Log of Houses for sale - houses sold
7865	HNFSUSNSA.minus.HSN1FNSA_mva365	Houses for sale - houses sold 365 Day MA
7866	HNFSUSNSA.minus.HSN1FNSA_mva200	Houses for sale - houses sold 200 Day MA
7867	HNFSUSNSA.minus.HSN1FNSA_mva050	Houses for sale - houses sold 50 Day MA
7890	MSPUS.times.HNFSUSNSA_YoY5	New privately owned 1-family units for sale times median price 5 Year over 5 Year
7891	MSPUS.times.HNFSUSNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) New privately owned 1-family units for sale times median price
7894	MSPUS.times.HNFSUSNSA_Log	Log of New privately owned 1-family units for sale times median price
7895	MSPUS.times.HNFSUSNSA_mva365	New privately owned 1-family units for sale times median price 365 Day MA
7896	MSPUS.times.HNFSUSNSA_mva200	New privately owned 1-family units for sale times median price 200 Day MA
7897	MSPUS.times.HNFSUSNSA_mva050	New privately owned 1-family units for sale times median price 50 Day MA
7905	MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva365	Median home price times new and existing houses sold 365 Day MA
7925	GSPC.Open_mva050_mva200_sig	Sell Signal S&P 500 50 SMA - 200 SMA

Equities

S&P 500 SMA Trends

Take a look at recent activity in the equities market. This section looks at the S&P 500 close value to the 50 day and 200 day simple moving average (SMA).

This is a longer view for the S&P 500 trend.

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

{r SP500Sales } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start <- as.Date('1999-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

{r SP500SalesShort } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start = as.Date('2001-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(0, 12)
# dtStart = as.Date('1950-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(1, 4)
# dtStart = as.Date('2001-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf

## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf

## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

• ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.

datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 101 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 167 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 1340 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065005.Q: All sectors; total mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL893065603.Q: All sectors; farm mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065603&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

# datay <- "WWDIWLDISAIRGOODMTK1"
# ylim <- c(0, 250000)
# dtStart = as.Date('1999-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.